Is there a single first-order sentence $\varphi$ in the language of groups such that for every finite $\mathfrak{A}$ we have $$\mathfrak{A}\models\varphi\quad\iff\quad\mathfrak{A}\cong S_n\mbox{ for some finite $n$}?$$
Clearly this can be done with a first-order theory in place of a single sentence: if for each $n$ we let $\varphi_n$ be the sentence asserting "Either the structure is isomorphic to $S_m$ for some $m\le n$, or the structure has $>n!$ elements," then the finite models of $\{\varphi_n:n\in\mathbb{N}\}$ are exactly the finite symmetric groups. Similarly, a single second-order sentence can do the job. However, I don't see how to do the job with a single first-order sentence.
Yes. The key observation is that the symmetric groups $S_n$ (at least for $n>6$) uniformly interpret their action by permutations on the set $[n] = \{1,\dots,n\}$. The interpretation is explained in this answer by Itai Bar-Natan, but I'll repeat it here for completeness.
Given all this, we can identify the symmetric groups by the following sentence: (1) $G\cong S_n$ for some $n\leq 6$, or (2) (a) the formula defining $\sim$ defines an equivalence relation on the definable set $X\subseteq G^2$ and (b) conjugation defines a group action of $G$ on $X/{\sim}$ (in particular it respects $\sim$) and (c) this action is faithful and (d) for any pair of distinct elements of $X/{\sim}$, there is an element of $G$ which transposes them and fixes the rest of the elements of $X/{\sim}$.
The finite symmetric groups certainly satisfy this sentence. And if a finite group $G$ satisfies this sentence, then the action of $G$ on $X/{\sim}$ gives a homomorphism $G\to S_{X/{\sim}}$ which is injective (because the action is faithful) and surjective (because the symmetric group on the finite set $X/{\sim}$ is generated by transpositions). So $G$ is isomorphic to $S_{X/{\sim}}$.