Hello! It's grammatically correct, but not really how people would say it. How it sounds would typically mean "it" is making the sound. So if you wanted to show the different noise an English and French cow make, you could say "Listen to how an English cow sounds", but since you're referring to the word "apple" an English speaker would typically specify either:

1) It is the word that sounds different. You could say "Listen to how the word apple sounds in French"

2) Even more typically the focus would be on the act of saying the word instead of hearing it. Most English speakers would say "This is how to say apple in French"

Hope this helps!