Yes, sound waves can generate heat. In fact, sound waves almost always generate a little bit of heat as they travel and almost always end up as heat when they are absorbed. Sound and heat are both macroscopic descriptions of the movement of atoms and molecules. Sound is the ordered movement of atoms and molecules in rapid waving patterns. Heat is the disordered, random, movement of atoms and molecules. Therefore, all you have to do in order to turn sound into heat is transform some of the ordered movement of the atoms and molecules into disordered movement. This effect always happens to some extent. This effect happens a lot whenever the sound wave encounters irregularities as it travels. For instance, dust particles in air are irregularities that randomly interfere with the vibrating motion of some of the air molecules that make up the sound wave. The dust particles mess up some of the ordered motion, and therefore convert some of the sound to heat. As another example, the rough surface of an object constitutes a collection of irregularities that the sound wave encounters. Therefore, when a sound wave hits a rough surface, the motion of the air molecules gets scrambled up a bit. Note that the air molecules already have a motion that is somewhat disordered. In other words, air through which sound is traveling already contains some amount of heat. When some of the sound wave is converted to heat, the motion of the air molecules becomes more disordered and the amount of heat increases. The ordered movement of atoms is also made more disorderly when sound travels through acoustically absorbent materials. Materials can be made absorbent by embedding an array of little irregularities directly into the material, such as air bubbles. For this reason, materials that are soft and porous, like cloth, are good at converting sound to heat. The sound is said to be "absorbed" or "lost" when it is converted to heat inside a material. Even without irregularities, a material can be highly absorbent if the atoms and molecules that make up the material cannot slide past each other smoothly. In this case, an atom or molecule that is trying to participate in the ordered vibrational motion of the sound wave roughly slides past the neighboring atoms or molecules that are off to the side, such that motion gets diverted in sideways directions rather than continuing in the forward direction as part of the sound wave. The ordered motion therefore becomes disordered. You can think of it as a kind of internal friction that all materials posses to some extent. In this way, some of the sound energy is converted to thermal energy. All materials, even air, have some amount of resistance to smooth atomic/molecular sliding and therefore are somewhat absorbent to sound. In summary, sound waves always generate a little heat as they travel and they ultimately almost always end up completely as heat when they are absorbed by materials. However, the amount of energy carried by sound waves is very small, so that the amount of heat they generate is typically insignificant. In short, cranking up the volume on your speakers is a terrible way to try to heat up your room. Yelling at your soup does indeed warm it up, but the amount is far too small to be noticeable.