This is somewhat hard to answer -- it would be easier for us if you could give us some idea as to where in the book you are asking about. However, I will assume that you are asking about the events that happen late in the book -- in the part where Mr. Ewell tries to kill Jem and Scout.
In Chapter 29, Heck Tate is asking Atticus and the kids questions about what happened when Ewell tried to kill the kids. Scout says something about Jem yelling really loudly when he thought that Cecil Jacobs was messing around with them. At that point, Tate asks Atticus if he heard the yelling. He said that he did not hear it and neither did Aunt Alexandra. The reason that they did not hear the yelling is because they were both listening to the radio. Atticus was listening to his radio in the living room and Alexandra was listening in her room.
So the reason that they couldn't hear the kids is because they were listening to the radio and the radios drowned out the sounds of the kids yelling.