The Concept

Typically sounds are used in Mindfulness practices as a way of bringing attention to The Now. When you notice in your thoughts any illusionary "sounds" such as earworms or monologues, or any thought that feels as if it's spoken in your head, simply bring your attention to any actual sounds in the moment, and those illusionary sounds evaporate immediately.

Another way sounds are used is to demonstrate Impermanence, as sounds rarely hold onto the same qualities for very long at all. So many objects we see or feel will appear quite permanent at the time but sounds typically change and dissipate continually.

General Sound Exercises

Pay attention to a sound without thinking for a second about what the sound is from or for. Notice the shape, color, and feel of the sound, but never the what, or the why. Feel free to shift attention to a new sound if it seems right to do so.
Pay attention to one distinct sound at a time. After a while, start paying attention to two sounds at a time. Continue paying attention to multiple sounds, with the goal of fully paying attention to every sound available, without favoring one sound over another.

Music

Pay attention to one single sound type (drum, guitar) to the exclusion of all the other elements of the song
Relax any need to contextualize the song. The goal is to listen to only one "instant" of the song at a time, without any idea it is more than a millisecond of pure sound. Appreciate that instant, embrace that instant, even while knowing it will pass and another instant comes, over and over again.