Question

why we are able to hear the horn of an approaching car before the car reaches us

Answer 1

Due to Doppler's effect

Answer 2

This is because sound can travel through mediums such as walls and windows. Sound Propagates through something called rarefaction and compressions and this can happen anywhere there are any molecules. To answer your question, Vibrations which carry sound arrive at the window and these vibrations cause molecules in the window to vibrate and then the window will pass the energy and cause the air inside to vibrate. After which these vibrations reach your ear.