So, do they also use the word to describe the Sahel region? For that matter, do they use Maghrib only for Morroco, or sometimes for the whole Northwestern African region, as we do?
To address the region of Maghrib we usually say المغرب العربي (the Arabian west). Some other regions for that matter:
The African horn: القرن الأفريقي
As for the Sahel region, I'm not sure which region is this, but I'm thinking it's the same in Arabic. Ivory Coast (Cote d'Ivoire, sorry for my French): ساحل العاج .
Thank you so much. The Sahel describes the southern coast of the Sahara, thinking of it as a sea. I'm sure it was the Arabic term for the region at some point, but I was not sure whether it was still used. It's always Mali, Niger, Chad, and Sudan, but sometimes the countries to their immediate south as well. The site of the greatest empires in Africa in the Middle Ages, but in pretty rough shape since those empires' decline.
Actually since you've mentioned it, I've also had a cumbersome moment in history one time as I was reading about the history of Morocco and Andalusia and it was mentioned that some sultans of Morocco did wage wars against the Sudan, and made me wonder how come this geographically possible? Then, in time, I realized that the region south of Morocco, and specifically Mali was also called Al-Súdan, Which is different than the Sudan that we know which is just south of Egypt. In fact, probably the Sudan we know today was also "Egypt" altogether at some point, or maybe some part of it was called Abyssinia? I'm really not sure.
I think the Sudan is beyond the fifth (?) Cataract of the Nile, so it wouldn't be Egypt at any point, and I think it is too far northwest to be Abyssinia at any point, but it was Nubia, Meroë, and probably lots of other names.
To address the region of Sahel, we officially say الساحل الإفريقي (the African coast), just as we say المغرب العربي (the Arabian west).
Note however those are official denomination, and you may hear in some conversations or read in a newspaper الساحل without any further explanation. It's an ambiguity intrinsic to the language, just as some people still have troubles with England/the UK/Britain for instance.
The pretty coast: الساحل الجميل.
In the question, the sentence is predicative sentence, telling a bit of information to the listener, that the coast is pretty.
In your sentence, however, the adjective here is attributive. It describes the noun and so it is not a full sentence but a phrase made by a noun and its adjective. Note how in the question, the adjective جميل comes without a definite article (AL). While in your sentence the adjective has to come with a definite article because the noun is definite as well (in attributive relation, the adjective follows the noun in gender, number, and definition).