Sound is actually a mechanical wave which is propagating in a means. When we speak the sound is carried by the air. read more
Since the vibration is exchanged between air and our organic tissue there is an exchange of energy, mechanical energy. In a perfect world the power associated to the vibrating wave (integral over the period of the signal squared) is equal to the power of the vibrating eardrum. read more
For example, a microphone converts sound energy to electrical energy, and a speaker vise versa. Also, when you clap your hands, the chemical energy in your blood obtained from food your digesting is converted to sound energy. Sound can also be considered motion, but that is a different story. read more