After Sam buries his brother six inches under, after he can't sell his soul even for a penny on the dollar, after he kicks Ruby and her blonde secretary out of the car, he drives straight to Nebraska, pausing only to refuel on unleaded and Jack Daniels, and breaks into Caleb's warehouse—Caleb was John's gunrunner, for values of 'gunrunner' that include 'purveyors of aids to anti-supernatural mischief-makers' and how can Sam be cracking Dean-style jokes when he doesn't, can't ever, know whether Dean would understand?—and from there heads to Wyoming.
Sam doesn't have the key to the Devil's Gate, but somewhere in the carload of Caleb's inventory is something that canwillmust get the Gate open anyway; he'll be unleashing hundreds more demons on the world (the Gate is Pandora's box anyway, Sam already knows, open it and no end of evil will come pouring out and the one thing that will stay is the one thing he needs), but last time the Gate opened, Dad got out, and this time Dad isn't there and won't be coming, but Dean is there, and come he canwillmust.
Sam shapes a devil's trap out of hundreds of yards of iron chain (he is not actually an idiot) but spirits won't be able to cross that any more than demons can and he has no idea how he'll let Dean out without releasing the demons as well, but the Gate is still the best idea he's got, which is in no way related to it being the only idea he's got. When he laces Pandora's crypt with C4 and squeezes the detonator, no mass of black smoke spews forth, no spirits released from torture by the flight of their torturers, no Dad and certainly no Dean. When he looks at the rubble and sees there's also no way for Sam to get in, not nearly enough left of the lock for finding the key to be of any use, Sam slumps back down behind the tombstone and wishes he'd never lived long enough to lay eyes on a door to hell.