A speaker is a simple device that makes use of electromagnetism. In a speaker, there is a coil of wire surrounding a vaguely plunger-like device that moves back and forth to create pressure waves in the air.
Electricity flows through the wire coils, and the magnetic center pole (remember the right-hand rules?) vibrates back and forth.
So how does the human ear hear the sound of the speaker? Sound enters the ear primarily through the eardrum; pressure waves are amplified within the ear via area reduction. When the pressure waves reach the inner ear, they cause the large number of extremely sensitive nerve endings in the inner ear to vibrate. These nerve endings detect their own vibration and convert it to electrical signals that the brain can recognize. The membrane that holds the nerve endings in place is tighter near the entrance to the inner ear than it is at the far end of the inner ear; the tighter portion of the membrane is better at picking up higher frequencies while the looser part is better at picking up lower frequencies. This is, in good part, how we perceive pitch.