But at the reverse, is it possible to create a practical experiment which modulates (or something) an analog audio signal and transmits it by glowing some sort of light, then have a antenna or sensor to pick it up and reproduce the signal to a speaker?
Yes, in principle.
Analog modulation of optical signals is not super common, but it is done, for example in many CATV-over-optical-fiber systems.
Free-space optical communication is commonly be done between a hand-held remote control and a television set.
Optical communication of audio signals is done in TOSLINK interconnect.
There's no technological reason these things aren't all combined into a single analog, free-space, audio communication system, only economic reasons: We have cheaper ways of doing it so nobody has bothered to commercialize such a thing.
It would be pretty easy to set up a class-room demonstration where an audio signal is sent to an LED, which illuminates a photodiode a few cm away, which connects through an amplifier to drive a speaker, if you wanted to demonstrate such a thing.
Even with much older technology, there was the photophone developed by Alexander Graham Bell.