Do the sacraments give sanctifying grace? The sacraments do give sanctifying grace.
Then they laid their hands upon them, and they received the Holy Ghost. (Acts 8:17)
Does each of the sacraments also give a special grace? Each of the sacraments also gives a special grace, called sacramental grace, which helps one to carry out the particular purpose of that sacrament.
Further reading: CCC 2000-2005