Sound is produced by vibrations - an object like a cymbal will vibrate, causing the air around it to vibrate. Air vibrates by rapidly becoming more and less compressed (air molecules are packed more densely, then less densely, them more densely.....)
We hear these vibrations when the air vibration reaches our ear, and the vibrations of the air cause the eardrum to vibrate, and the vibrations are carried to the cochlea, which converts the sound energy into signals along the auditory nerve to our brain. We then "hear" the sound.
You can see what sound "looks like" with an oscilloscope. If you can connect a microphone to your computer, you can buy software, or download some software from the web (at shareware.com, for example), which will allow your computer to act like an oscilloscope, allowing you to "see" how your voice looks when you say or sing different things, or whistle, for example.
To illustrate this, imagine that we have recorded an instrument that gives off sound waves made up of sine waves and square waves, as seen in the top of this figure:
sound wave ( in this example, a sine wave and a square wave) - as seen on an oscilloscope
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The sound wave is stored on tape as areas of iron oxide particles magnetized to various degrees
the "head" in the tape recorder includes an electromagnet that converts the varying degrees of magnetization it senses (from the iron oxide particles on the tape) into an electrical signal. *
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The electrical signal is amplified, and then sent to a speaker that converts the electrical signals into vibrations in the air - SOUND!