This quick, intuitive answer has clearly more than a grain of truth in it. Listening to Spanish, for example we will certainly hear sound types which are never made in the course of speaking English. Self-instructional manuals - conceding the point - will say of the sound in the middle of caja (box) that it is like the sound at the end of Scottish loch (if you know what that is like!). French speakers similarly hear a sound at the beginning of English think which they never hear or make in French.
But there is as it happens an interesting issue lurking in that short and snappy answer which might have been better engaged with a rejoinder: Do you really mean that different languages use different sounds? Or do you perhaps mean that different languages use sounds differently? The fact is that the phonological differences between two languages depend as much on the way sounds are used as on which sounds are used. Phonology is the area of linguistics which deals with the function and distribution of sounds in natural languages and with the general principles which underly this patterning of sound.
The following pages look at phonemes and phonemic differences (the segmental elements of the sound pattern), distinctive features and sound systems (the inter-relationships between phonemes in phonological space), and phonotactics (the sequential patterning or distribution of sounds). Logo systems designed to allow the exploration of these notions are introduced on linked pages.