Polarization of sound
It sounds like your teacher's explanation might have been a little misleading. The reason sound can't be polarised is that it is a longitudinal wave, unlike light which is a transverse wave. (Those links have some animated diagrams that should help to make the difference clear.)
"Transverse" means that if a beam of light is coming towards you, the electromagnetic field is vibrating either from side to side or up and down. Unpolarised light is doing a mixture of those two things, but a polarising filter puts it into a more "pure" state, so that it's only going side to side, or only going up and down. (Or diagonally or whatever. There's also a third possibility, called circular polarisation, which is a special combination of the two.) On the other hand, "Longitudinal" means that if a sound wave is coming towards you, the air molecules are vibrating forwards and backwards, not side to side or up and down. Sound waves cannot be polarised because because they don't have any side-to-side or up-and-down motion, only front-to-back.
I am not sure exactly what your teacher meant, but to me the simple explanation is simply that sound is a pressure wave. Pressure has no direction, only a single value (scalar) and sound waves are fast periodic modulations of the pressure.
A wave on a string can have polarization because the string can be distorted in more than one "direction". It can have an amplitude and a direction of distortion. Similarly, light has polarization because it is a distortion (or variation) of a vector-field (electric and magnetic fields are vector-fields).
Perhaps your teacher meant, that you can choose a direction for a wave on a string for example, thereby constraining it. So in this sense, if there is enough freedom for the wave (i.e. the wave is disturbing more than one direction) such that it can be constrained, it can carry polarization.
Hope this was helpful.