There are two types of sound waves: transverse and longitudinal. Each wave has its own shape and specific materials that they can conduct through.
Transverse waves are best visually represented by a wave on a string. These types of waves have the up and down motion that you would see if you took one end of the string and lifted it up then down. This ripple motion cannot move through gas or liquid because there is no way to drive the motion forward. Longitudinal waves are more like a spring or a slinky in shape. Any sound wave that goes through the air is a longitudinal wave.