Can I move air masses with sound waves? I know I can move air with a fan. Could I move air with sound waves. If yes, how exactly? would it be more efficient? What setup do I need?
 A: The answer is: not much.   The usual analogy is waves at the beach.  You can see a long line of waves rolling towards the land, but the water never actually moves across the land.   Waves, whether water or sound,  transmit energy by passing it along from one particle to the next.  The medium itself oscillates but doesn't really go anywhere.
There are exceptions such as the shock wave from a bomb blast -- or the puff of air from a gun -- but I'm guessing that's not what you're after here.
A: It likely depends on several things:
the wavelength of the sound -- if the sound is of very, very long wavelength, we call it wind.
The physical environment.  Waves traveling close to the jetty are magnified as they approach shore.  Microwave antennas and trumpet horns are designed to direct and modify the sound energy.
And, according to none less than Nikola Tesla, (https://en.wikipedia.org/wiki/Tesla_valve) a geometry like this valve might just do the trick.  
A: Sound waves are changes in the pressure density of air. In other words, the air is already moving. A fan makes a sound when it strikes air because it's forcing it together and then it rebounds into adjacent air which undergoes yet another compression and expansion. 
A: Actually no because to set up a sound wave you push on some particles and they in turn push adjacent particles.So all you can try is pushing the first set of particles harder,but eventually they will collide with adjacent ones.So you ending up producing oscillations instead of collective motion.
A: Sound is longitudinal waves.
We could design a structure with many micro holes to allow air flow in one direction (like heart valve).
When sound travels in the air, the air vibrates into the hole and cannot flow back, thus wind is created.
I believe ultrasonic sound (100kHz) would have an observable effect.
I am concerning about the efficiency of such device.
