Same way a radio works. It listens to frequencies a human ear can't hear then converts them to frequencies a human ear can hear.
Well... not quite.
Sound is vibrations in
matter - for us typically air, although it's common to hear sounds under water as well. These are physical vibrations of the matter - it shakes back and forth, or compresses and relaxes. Ears respond to the physical movement of air, water, other gases or liquids or even solids - you can put your ear against a railroad track and hear the sound of an approaching train - because the metal rail is physically moving, vibrating. Sound is carried by vibrating matter. The vibrating matter causes a physical part of your ear to vibrate as well, and nerves notice this. That's how we hear.
No movement of matter, no sound.
Radio is vibrations carried as electro-magnetic waves. Yes, it's vibrations. It's vibrations in the electro-magnetic wave. It is not vibrations in any matter. Yes, radio waves can pass through some matter, but the matter is not vibrating - electro-magnetic waves are vibrating. I know of no reported instance of an ear noticing electro-magnetic waves. Ears don't respond to radio waves at all - it is not a matter of the difference in the wave frequencies.
Electro-magnetic waves do not cause a vibration in a physical part of your ear, and ears thus do not report any sound from exposure to electro-magnetic waves. Such as radio. Ears do not hear radio waves.
Radio waves are not vibrations in matter. No matter is involved, no matter is vibrating, and ears don't notice anything. Radio waves carry signals, information, but they do not carry
sound itself. The signal can be used to create
movement of matter, and that is sound, but the sound itself was not carried somehow on a radio wave - just some information about the sound.
Just as very minimal equipment can pick up and de-modulate AM radio - corrosion on a coin and a safety pin can be adequate, if not satisfying - so there are reports of people picking up AM radio from the dissimilar metals in their tooth fillings - this is still not 'hearing' radio waves as what they are hearing is the wave modulation
applied to the radio carrier wave being expressed in some other medium (read that over until you realize that the sound information is distinct from the underlying radio wave that transports it).
I don't know further if the sound the person hears through their fillings is due to actual mechanical vibration in their mouth (probably) that corresponds to the audio modulation or if it is in fact an electrical transmission of the audio modulation which is picked up by nerves. That latter would be interesting, but it's still not
hearing radio.
But ears do not respond to radio waves, unless the radio waves are microwaves that cook the ears in question.