These air particles collide with their neighboring air particles and spread throughout space. Although you may not know it, when you talk, you are using your vocal cords to vibrate the air. These vibrations travel through the air until they reach your friend's ears. To see this, simply place your fingers on your throat and talk normally, you will feel your vocal cords vibrating. Sounds may be produced by more than just your vocal cords, however.
Stereos use a cone-shaped material that vibrates.
Other objects may also be vibrated by sound. Sound is longitudinal waves through air. Longitudinal waves are waves which travel in the same direction as their disturbance. For sound, this means that air particles bounce back and forth and collide with their neighboring air particles, thus propogating the wave.