We know that the Moon does not have a protective layer of atmosphere around it. Likewise, there is no wind, rain or clouds on the Moon. There is only vacuum, and sound cannot travel through vacuum. Therefore, unaided communication is not possible on the Moon. This problem can be solved with the help of a radio.
The helmets that astronauts wear are equipped with a device that would convert the sound waves to radio waves. Radio waves are electromagnetic in nature and can travel through vacuum. These radio waves are in turn transmitted to the ground or to their fellow astronauts.
Picture Credit : Google