We may be slightly diverting from anatomy into physics here, but it’s important to remember that all of the sciences (biology, chemistry and physics) are deeply interconnected and work together to create the world in which we know.
In essence, sound is made up of vibrations that travel in waves. These waves can be different sizes and shapes, and these sizes and shapes determine what type of sound we hear, such as low or high in pitch, or quiet or loud in volume. As with all things that travel in waves (mechanical, water and light), sound is a type of energy.
They are created when the air particles surrounding an object are caused to move when that object starts to vibrate (for whatever reason that may be). A chain reaction is set off as the first lot of air particles that have been set in motion bump into one's next to them, causing them to move… And so on and so forth. It works in a similar way to the ripples created when you throw a stone into a pond. This movement is what we know as sound waves, and will keep going and going until they eventually run out of energy.
Sound waves not only travel through air, but they also go through solid items and water as they are also made out of particles; the only place they can’t travel is in the vacuum of space because there are no particles there to vibrate on the first place!
The job of your ears is to capture, and maintain the vibration of, these sound waves via your outter ear, channel them into your head and send them all the way through to a special area that is able to convert this sound energy into electrical energy. It is only when it’s electrical that your brain is able to process what you’re hearing!
Ear related AnatomyStuff resources:
Ear, Nose and Throat Chart / Poster - Laminated
Budget Middle Ear Model (3 times life size, 2 part)
Budget Giant Ear Model (5 times life size, 6 part)
Life-size Auditory Ossicles Model
Life-size Human Ear Model