I'm just a parrot owner and have no sources for this, but I'd be surprised if they didn't. Birds are very sound-oriented, have to make split second decisions while in the air to avoid collisions and to react to flock calls while they're moving, etc.

At least in parrots, they love playing with sounds. They'll bang things, tap on things, throw things around, and even scream into different objects just to hear the difference. They also have decent object permanence, speaking anecdotally.