Sound is a mechanical wave, similar to what happens when you throw a rock in a pond, but with air and in three dimensions.
In the case of human voice, this mechanical wave travelling around ain't continuous, it is composed by waves at a certain frequency. And for a good reason. The organ emitting that sound (vocal cords) does so by vibrating, which is a wave-like movement that results in a wave-like mechanical wave as it pushes air back and forth at a certain frequency. Like the strings of a guitar, they oscillate pulling air back and forth.
All devices with moving parts (and some even without moving parts) do vibrate one way or another when in operation, and it's their vibration that generates the sound even if they don't have vocal cords or something equivalent. Air/water movement also can and does cause vibration when hitting materials, and that can become sound (this is how the vocal cords work, and how a trumpet works).
Human ear is a pressure sensor, and for each time it is depressed by such a wave it sends a signal to the brain, that has the exhilarating job of keeping time and thus determining the frequency of the sound. It also has quite a few different kinds of sensor cells, and each one has a intensity threshold. They will send a signal to the brain only if kicked hard enough by the wave. The more intense the sound is, the more sensor cells send their signal, so the brain can figure out the sound's intensity as well.
There are lower and higher limits in frequency and intensity because of biological limits of the brain areas, most animals have far better hearing without having huge parts of the brain dedicated to sound perception, and sensor cells are more or less the same across the board.
The intensity is just how much energy each wave carries, which is a factor of how big/powerful the emitter is and the distance between emitter and sensor.
A bomb exploding is an example of powerful more or less single sound wave, so powerful that turns air into the ultimate sledgehammer. Firecrackers work the same, but at a far smaller scale.
Intensity decreases with distance, as a mechanical wave travels by transferring kinetic energy between air molecules, and this isn't anywhere near 100% efficient. The energy loss heats up the air.
As you may have noticed by now, a mechanical wave (as sound) is actually a fancy term for "matter nudging other matter", not something autonomous like electromagnetic radiations and photons. So if there is no such matter to nudge, there is no mechanical wave.
Outside of Earth's atmosphere there is what is called "vacuum" that is practically empty space (there is some tiny bit of stuff but is so rare and spread out that it won't interact at all), so no matter to nudge, so no sound. (also nothing to breathe, but you probably knew this already)
You could be sitting next to a planetary collision (yeah, a head-on collision between planets
) and you wouldn't hear nothing, as there is nothing to be nudged from the planets to your ears in the vacuum of space.
the above is educational, meant to explain the general concept. How everything works exactly is far more involved.