Sound needs something to travel through.

Every sound is made by a vibration. When you hit a drum, the drum skin shakes very fast. Touch your throat while you hum. Can you feel the vibrations?
Different parts vibrate in different instruments: a string on an ektara, the skin of a dhol, and the air inside a flute.
The vibrations pass from particle to particle through a material. The material is called a medium. It can be a solid, a liquid or a gas. Most sounds reach us through the air.
Each air particle only moves a tiny distance, bumping into the next one. The vibration passes along like a line of people passing a message.
Space is a vacuum. It has no air or other particles. Without particles, vibrations cannot be passed on. So sound cannot travel through space.
Astronauts on the Moon could not hear each other directly. Their spacesuit radios turned their voices into radio signals.
A sound source makes vibrations. The vibrations travel through the medium to your ear. Your eardrum vibrates, and your brain hears the sound.
Inside your ear, three tiny bones pass the vibrations from the eardrum to the inner ear, where nerves send messages to the brain.