I have read about the neurophone which claims to produce auditory
perception through nerve stimulation. Something to do with electric
signals of certain frequencies being sensed as sound by the brain.
Science proves that temporal bone vibration can be used to cause
auditory pseudohallucinations.
As far as direct electric nerve stimulation the only sound you could
possibly hear is the frying of nerves and other tissues by the
electrically-generated heat. Along with that maybe paralysis,
numbness, and death. Music is totally out of the question.