So is light, but we don't use light either to power anything, even though we do know how to capture them and extract their energy.
The reason we don't use sound or light as sources of energy is because the amount of energy in the sound and light that surrounds us is pitifully small ... in the milliwatts or microwatts, whereas the things we build and operate with oil or electricity need watts or kilowatts to function.
1 watt of sound will drive you out of the room and wake the neighbors, and 1 watt of light ... if it all enters your eye ... can permanently damage your sight.