Sounds are an invisible form of energy.  You can't see sound and you can't see air--but you know it's there.  That's because sound is air molecules pushing into one another.  When someone or something makes a sound, the air molecules around it vibrate, or move back and forth, and they push into the molecules in front of them.  This starts a chain reaction. 
Imagine if you drop a rock into a pond.  The water ripples outward around the rock because the rock is pushing the water around it.  That's what sound is.  In fact, sound is a kind of wave--similar to the waves in the ocean.  Sound waves travel through the air by vibrating, or moving, the particles of matter in the air.
If there were no particles in the air, there would be no sound made.   In outer space, there are no particles in the air.  In fact, there is no air in outer space.  This means that there can be no sound in outer space.  In movies and TV shows, there are sounds from rockets firing into space, but that's ONLY in movies and TV.  In outer space, there are no sounds -- air can't vibrate because there are no particles to push into one another and ripple outward, like the rock in the pond!
When particles vibrate, here's what it looks like http://www.silcom.com/~aludwig/images/pwave.gif
Want to know more about what sound is?  Click here http://pittsford.monroe.edu/jefferson/calfieri/physics/Sound.html
See sound in action.  Click here http://www.brainpop.com/science/energy/sound/index.weml?&tried_cookie=true
Want to try some sound experiments?  Click here http://www.sci.mus.mn.us/sound/nocss/activity/3b.htm http://www.sci.mus.mn.us/sound/nocss/activity/2a.htm