Sound is what you hear. You hear what your ears capture, and your ears capture subtle and rapid changes in air pressure. These changes in pressure, or pressure waves travelling through the air, typically come from moving objects or parts of objects. If something moves, it pushes on the air in front of it and that causes a wave of pressure that spreads out and grows weaker the further it goes. It's essentially the same phenomenon that can be seen by playing around with your hands on a water surface.