Sound is made of types of waves, including mechanical, longitudinal and pressure waves. Vibrating objects create these waves, which subsequently travel through a medium, such as air or water.
Jiggle a wiggly spring on one end. The vibrations you create move from one end to the other as energy is transferred through each coil. This is a type of mechanical action, as each particle of the spring affects the others. Similarly, as music emerges from a vibrating speaker, it vibrates the air particles nearby, creating a ripple effect that makes the music audible at a distance.
This mechanical action is considered longitudinal because the sound travels in parallel to direction in which the sound wave moves. In other words, a sound wave directed forward causes sounds to travel forward, too. Pretty simple.
Sound waves are made of a series of high and low points. As they move through a medium such as air, the air particles compress and decompress. So sound waves are also pressure waves.
Controlling these different waves, which represent important principles of physics, is how people learn to make music.