You're full of questions Vivek, which is good. Being inquisitive, and making an effort to understand answers, is the route to learning. I wonder if you might find some answers to your questions more quickly if you master searching techniques on Google (or similar). It is also possible to gain a very wide education simply by reading enough books - many are now available online free.

In answer to this question, you are correct that there is no atmosphere in space. Human speech is only possible where there is air, and, as you correctly imply, sound travels only in air. What travels through space is electromagnetic radiation. I've added some links to Wikipedia so that you can read further about the subjects mentioned. For astronauts to talk to people on Earth, they must have air; their voices are then converted electronically into radio waves which travel back to Earth and are converted electronically back into sound. You might also search for radio waves, sound waves, microphone and loudspeaker to get some more information.

Please don't be discouraged from asking questions, but I urge you to try to discover answers yourself first.