Sferics, short for "atmospherics", are the impulsive signals emitted by lightning. The frequency range is from a few hertz to millions of hertz. The part of this range that we can hear (the audio range) has frequencies up to about 15 thousand hertz (15 kHz). The spectrograms of sferics are characterized by vertical lines on the frequency-time graph indicating the simultaneous arrival of all of the audio frequencies. The sound of sferics consists of sharp crackling noises like twigs snapping or sizzling noises like bacon frying. Sferics are caused by lightning strokes within a couple of thousand kilometers of the receiver. The VLF radio signal is ducted to the receiver between the surface of the earth and layers in the ionosphere which reflect radio waves. This path is called the earth-ionosphere waveguide.
(Important note: We can't really "hear" radio waves. The audio range refers to the radio waves that, when fed directly into a speaker, can be heard.)