A wave, not a travelling breeze
A vibrating object makes nearby particles move back and forth. They pass that disturbance to their neighbours. The energy travels through the material; the particles do not need to journey all the way from the source to your ear.
Pitch and loudness are different
Frequency describes how often a vibration repeats. More cycles each second generally means a higher pitch. One cycle per second is one hertz, or Hz. Amplitude describes the size of the variation, and helps determine loudness.
Perceived loudness also depends on frequency, distance, your surroundings and your hearing. Turning up a frequency slider changes pitch; it does not simply mean “louder”.
Hear pitch change →Where echoes come from
When a sound wave meets a surface, some of its energy can reflect. If the returning sound arrives sufficiently later than the original, you can hear it as a separate echo. Many closely spaced reflections contribute to reverberation.
Sound needs a medium
Sound can travel through gases, liquids and solids. In a vacuum there are no particles to pass the vibration along. Radio waves are electromagnetic waves, so they can cross a vacuum.