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Remember: molecules are tiny, and there's a lot of them in the air around you—there are more molecules within a literal hair's width of a pinhead than one could possibly count. And what are they doing? Bouncing into each other. Knock enough molecules in one direction and those molecules will knock into the next like dominoes, and that's pretty much how sound happens:
Sound is waves of rapid pressure change, and no molecules need to travel from the speaker to the ear to hear. Watch the red dots in the above animation, see how they just oscillate back and forth? Now compare that to the smoke going back and forth with the sound waves, same thing:
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