Remember that energy is a constant. It is never used up. Its constantly changing from one form to another. A lot of this is heat.
Energy and mass are the same thing at the speed of light squared.
Whatever can be done with electricity in return can produce electricity, but there can be loses due to a nasty little booger called thermal dynamics.
Did you know that there is really no such thing as "cold?" That in actuality it is the absence of heat?
Radio waves are a part of the electromagnetic spectrum as well as; microwaves, infrared, visible light, ultraviolet, x-rays, and gamma rays.
Think about the word electromagnetic.
Chances are good that you may be utilizing electricity from radio waves in your home as well. Radio stations can send out millions of watts electricity in the form of radio waves. Then if you happen to be listening to or "tuned into" that stations frequency your radio will turn those waves back into electricity that get turned into sound.
A microphone is, in a since, a linear generator where as a speaker is really little more than a linear motor. As sound waves move through the air then hit a diaphragm with the linear generator attached to it. The distance from peak to peak of that sound wave will determine the amount of electricity or electric signal produced from the microphone. The resultant electric signal will then drive the speakers linear motor that is attached to a diaphragm as well causing it to create sound waves in the air.
This is all very, overly simplfied of course. I am sure there are a lot of techies that would love to pick apart this analogy. For those techies all I have to say is "Jimmie cracked corn."
As for providing electric power for ones home with sound waves, why not? One would have to live somewhere awful noisy.