Why is light able to shine in a narrow beam? If light is an electromagnetic wave how does light move in a line? Especially laser light. I thought that electromagnetic waves (as well as sound waves) can only expand in all directions as a sphere. Does that also mean that radio waves and sound waves can be turned into lasers?
 A: Both views are true: light propagates in strait lines and light spreads out. Perhaps a good way to combine these ideas is to understand that light can propagate as a beam of light (like from a torch). The funny thing is that the narrower one tries to make the beam of light, the faster it spreads out.
If you are up to a bit more technical information, you can read about Gaussian beams. That will explain how light can be a beam and spread out at the same time.
A: 
Especially laser light. I thought that electromagnetic waves can only expand in all directions as a sphere.

Laser light builds up an electromagnetic wave, but it also has the attribute of coming from a coherent quantum mechanical source, so its behavior is not classical. The small spread in laser beams comes from basic quantum indeterminacy.
All light is emergent from a zillion of photons. The production of a laser light beam  can be controlled so as to have minimum dispersion.

Does that also mean that radio waves and sound waves can be turned into lasers?

No, it does not. Incoherent light can be made coherent making a point source but the spread is still spherical.
A: The natural unit dividing a "narrow" beam from a "wide" beam is the wavelength of whatever signal you are sending. Visible light has sub-micron wavelengths, so a millimeter-wide beam is "wide." However, sound waves in air are centimeters to meters, and therefore experience significant diffraction around human-sized obstacles. A sound "beam" would have a minimum width of several meters.
I was once near a fairly isolated tall building on a quiet day and watched a loud, not-far-off airplane disappear behind the tower.  The sound of the plane vanished too, because the tower was wide enough to cast a well-known defined "sound shadow." Such a shadow has many of the same wave-propagation properties as a beam.
A: Light does not move in a line, except for plane waves.
As for laser light, it is often described as a Gaussian beam. It moves almost along the line but it loses coherence in time and beam's diameter widens.
There's a lot of interesting physics related to Gaussian beams and their refocusing. See https://en.wikipedia.org/wiki/Gaussian_beam for reference.
A: Light does indeed radiate in all directions from any point where it can reach. However, those waves interfere with each other and the net result can be that the total amplitude of a wave at various places can be zero, even though the the wave has propagated there from some other point.
The light beam exists because the interference of all the paths does not cancel along the path of the beam, but cancels everywhere else.
Some good explanations are in a couple of videos from the Science Asylum which (as always) explains it clearly and humorously.
The videos explain how light travels in the context of a mirror, but I think you will find it answers your question as well.
You Don't Know How Mirrors Work and Why aren't Mirrors White? Why isn't EVERYTHING a Mirror
As stated elsewhere, the wavelength is a factor here. With larger wavelengths (such as with sound or water) the spread is greater at our scales.
