Sound is only a wave form transmitted by the oscillation of atoms. They can be any atoms. It’s not a fundamental force.
Electromagnetism is a fundamental force transmitted by its very own special particle called a photon. However, the true nature of the photon is that it exhibits both wavelike and particle-like properties (called wave-particle duality).
So the answer is that photons move through space. They actually do go from point A to point B. They also are a wave at the same time. Photons that move one at a time still can exhibit wave like behavior (e.g., creating wavelike interference patterns despite having only been sent one at a time).
How a point particle can also be a wave seems contradictory. Really, it’s just our inability to conceptualize such a thing. Just like a fully colorblind person can’t imagine the color red, we have difficult imagining how a photon can be both point particle and wave.
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