Some expand upon application of heat, some do not. The fluid was called caloric and the volume of this fluid was measured in calories. A lump of coal was assumed to contain more caloric than a lump of ice. Joule did the demonstration or experiment that led to an understanding that heat was a form of energy. He had weights rotate a paddle wheel in water and observed that the transfer of kinetic energy heated the water.
Heat ends up being the energy contained in atoms as they vibrate back and forth within an object.
If you touch an object whose atoms are moving fast back and forth, then the collisions will exert a force, you feel this force as hot. Click to see a movie of the atoms of quartz as a function of temperature. Sound has energy involved because air is being displaced. Speakers work by oscillating the air back and forth. We see some of this during radioactivity.