Yes, space is a vacuum - so it generally doesn't carry sound waves like air does here on Earth. However, some sounds do exist in outer space, we just can't hear them. Various probes that zoom through the space are capable of capturing radio emissions from astronomical objects. NASA's scientists have designed a special instrument known as an 'astronomical interferometer' which can record these electromagnetic vibrations, and transfer them into sounds within the range of human hearing (20-20,000 Hz).