There you go. The creation and propagation of sound waves can be demonstrated by using a tuning fork. Click to play As the tines of the tuning forks vibrate, they disturb the surrounding air molecules. These molecules disturb those around them, and before you know it, you've a wave of disturbed particles washing over your ears. And that's a sound wave.
Sound waves are also sine waves.
A sine wave is one of the fundamental waveforms upon which all sounds are built and you can see one if you try whipping your mouse cable. That's a sine wave, that is. In the desktop theremin, the pitch of the note in shown by the wavelength, or height of the wave, while the volume is shown by the actual amplitude.