Your sentence is almost correct but can be made clearer by adjusting the grammar slightly. Here's the original sentence:
Animals bury themselves in the sand or hide in burrows to live through the heat.
Suggested correction:
Animals bury themselves in the sand or hide in burrows to survive the heat.
Explanation:
1. "Live through the heat" is understandable but "survive the heat" is more natural and commonly used to mean staying alive during hot weather.
2. The rest of the sentence is grammatically correct.
So, the improved sentence is: Animals bury themselves in the sand or hide in burrows to survive the heat.