This is just a very small explanation of the mechanics of the game.

At the beginning of the game, text on the screen says "The eye guides the way"
Watch the eyes movements and follow them, you'll find the pieces of sound there.

Most pieces of sound need to be unlocked using a puzzle. Most can be completed by gliding over the highlighted objects in the area. You'll know you have all of the sound pieces in a segment when particles start growing out of the area you got the last sound piece in. Once you leave the world and enter another, it's hard to get back, so remember to gather all of the sound pieces before leaving.