Man Wikipedia is a handy resource. One glance at the illustration (with caption) on the article
about PWM shows how one can take the PWM and turn it unto something approximating a sine wave in an inductor, aka voice coil for us. I read the article on Class D amplifier (and read another one from another website) and it does indeed appear that it is the PWM wave that gets fed to the LPF and then to the speaker itself.
You learn something new every day.