Marconi, unlike Tesla, was a man with a head for business. He demonstrated his radio system publicly, sold shares in his company, and estabished the trade name "Marconigram" for messages sent via his machines; the radio men aboard RMS "Titanic" used his transmitters. Initially, this was all accomplished via a narrow binary wavelength that could send Morse code; the transmission of the human voice depended on use of a vacuum tube for amplification, which was developed by Lee DeForest in 1906 (this same tube was essential to the later development of electrically-recorded music in the 1920's). The first radio "stations" (so called because they used a stationary antenna with a fixed wavelength) were established around 1920.
The Early Radio History site has some valuable links and information about the early development of voice transmission via radio. Unfortunately, very few recordings of this early era have survived, but the following sites have some recordings that at least sketch out this period:
Documenting Early Radio (all pre-1932 recordings)
Radio Spirits (a go-to site for "Old Time Radio")
Orson Welles' Black Museum series
Other "Old Time Radio" files at archive.org