Mechanical energy causes sound.  Sound energy makes eardrums move.  When an object moves back and forth quickly it causes the air to vibrate.  When a guitar string is struck by a pick or a finger the string moves back and forth so fast the resistance between the air and string makes a soft noise that sounds like someone humming.  The vibrations travel up to your ear and make it vibrate.  No one can see sound waves.  Sound waves are what sound is called when it travels.
When someone makes a noise, tiny nerves in your ear sense the movement and then sends a message to your brain and you hear sound.

Materials

2 paper or strofoam cups
a long piece of thread
needle
a partner

Procedure

Put both the cups upside-down on a flat surface.
Poke a hole in the center of each cup with a needle.
Slide one end of the thread into one of the holes in the cup and tie a knot in the same end.
Repeat this process for the other end.
Give one end to your partner to hold up to his/her ear.
Hold your cup far enough away so the string is straight.
Talk into the cup and the sound waves will vibrate across the thread and into your partner's cup.
Your partner should be able to hear you talking!