All matter is made up of teensy atoms. Those atoms are continuously in motion, meaning that all matter vibrates to some degree. All objects, when struck or strummed, have a natural frequency (or frequencies) that they produce.
Strike a tuning fork and it will produce a single, pure tone because it vibrates at only one natural frequency. Blow air through a saxophone, though, and you'll hear multiple natural frequencies.
A saxophonist changes the sounds coming from the instrument by altering the amount of air being forced through the horn, and also by changing finger positions on the keys. There is a whole number ratio between the keys, and when a practiced person plays, the resulting sounds are wonderful to experience.
Chuck a wine glass onto a concrete floor. You'll hear the natural, high-pitched shattering sound indicating the glass's natural frequency. That's not music, though. That's noise.