The HC-SR04 is a sensor that has a little loudspeaker and a little microphone via which the distance to an object can be measured. It's ultrasonic, humans can not hear it.
Don't expect super high accuracy of this less than $1,- costing device, yet I was pleasantly surprised to see that measurements with an accuracy of a couple of mm are very well possible.
Link to Fun with Arduino 38 - Ultrasonic Distance Measurement HC-SR04