Microphones are available in different styles and sizes, and are used to transform vibrations in air to an electrical signal. Most commercially available microphones are electret or dynamic.
Dynamic microphones contain a membrane coupled with a copper coil that is under the influence of a magnetic field. By blowing over the microphone, air vibrations are translated directly to an electrical signal. Usually, the voltage that comes out of a dynamic microphone is in the mV range so you will need an amplifier before you can use it.
Electret or condensor microphones work with an electret material, the electrical analogue of a permanent magnet. Typically, an electret microphone contains a small j-fet transistor to amplify the small signal coming from the microphone. Using a power supply of 5 volts, a series resistor, and a DC blocking capacitor helps to get the acoustical signal out.