When I learned about the nature of sound I found it hard to comprehend the relationship between a sound wave and vibrating air particles until I saw this represented by a model. I have included an animation of that model here. Note that this information has been simplified and is not meant to be a complete or totally accurate description.
Sound begins as a vibration which sets air particles vibrating in turn which causes a wave effect. The wave travels from the sound source to the ear while the air particles remain relatively static, only vibrating in place.
Each of the blobs (or air particles) down the right hand side only moves up and down within a limited range, however a ripple effect is created as the point at which several blobs are close together moves upwards continuously. This motion can be described as a sine wave as the pointers attached to the blobs show. Sound can travel through mediums other than air but generally it is air that transmits sound to our eardrum.
The distance between the dense groupings of blobs, or from one peak of the wave and the next is the wavelength. The number of waves that pass a point in one second is the frequency. In a medium such as air at a particular density and temperature the speed of the waves will be fixed and the frequency will be inversely proportional to their wavelegth, ie. the more waves there are the shorter they will be.
The shape of the wave is what describes the sound of each instrument. A flute is fairly close to a sine wave while the shape that represents the distribution of air particles in the sound wave of a trumpet is close to a cut off triangle (or a saw-tooth wave).
The frequency gives the sound it's pitch (how high or low a note is). Standard tuning puts the A above middle C at 440 Hz (waves or cycles per second). For every octave up the frequency is doubled and for every octave down the frequency is halved, thus the As on a piano tuned to standard tuning from left to right are 55 Hz, 110 Hz, 220 Hz, 440 Hz, 880 Hz, 1760 Hz or 1.76 kHz, and 3520 Hz or 3.52 kHz.