How did the sandworms and sandtrout appear on Arrakis?

Question

Were they native species?

My impression was that Arrakis was turned into Dune fairly recently, geologically/paleontologically speaking.

Answer 1

No, they weren't a native species. Leto Atreides II remembers via his Other Memory that long ago Arrakis used to be a wet planet, but after the sandtrout were introduced to the environment, they dried it up as part of their life-cycle.

"The sandtrout ... was introduced here from some other place. This was a wet planet then. They proliferated beyond the capability of existing ecosystems to deal with them. Sandtrout encysted the available free water, made this a desert planet ... and they did it to survive. In a planet sufficiently dry, they could move to their sandworm phase"

_{^{Children of Dune}}

There was evidence on Arrakis of this change, dried up lakebeds and such.

More information can be found on the Dune fan wiki. Wikipedia indicates this information is in Children of Dune.