Ultimately sound recordings need to be played back through speakers that attempt to move the air the same way it was being moved when the original sound was recorded in order to reproduce the sound. A speaker produces sound by translating changes in voltage to changes in the position of the speaker cone. The changes in the position of the speaker cone move the air around the speaker (again, like ripples on the water. Think of the rock you threw in the water as your speaker). Speakers are connected to amplifiers which just make the voltage changes bigger (bigger just means louder).
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