Sound is a vibration that moves through something. When you speak, your voice pushes air molecules into a pattern of waves. Those waves travel out, bouncing molecules into each other, until they reach someone else’s ear. Their eardrum vibrates with the same pattern, and they hear you speak.
Without a medium for those waves to travel through, sound doesn’t exist. Air works. Water works (sound travels about 4 times faster in water than in air). Solid materials work too - put your ear to a wall and you can hear what’s on the other side. But in a vacuum, like outer space, there’s nothing to carry the vibrations. Sound waves have nowhere to go.
This is why all those Hollywood explosions in space are dramatically wrong. A spaceship blowing up makes no sound, no boom, no whoosh - just silence. Astronauts hearing each other in space rely on radios, which convert their voices into electromagnetic waves (which DO travel through vacuum) and back into sound inside their helmets.