Vibrations travel through air in the form of something called ‘longitudinal waves’. There’s a really good animation here that shows how they move:
When something (like a speaker) vibrates, it causes it’s surface to move. The motion of it’s surface compresses the air that’s immediately in front of it. This compression forms a wave, as in the diagram, which travels directly away from the source of the vibration. I’m not a physicist, so can’t explain it in more detail than that – hope that answers your question!