Lightning is a huge flow of electricity between two parts of a cloud, from one cloud to another or from a cloud to the earth. The amount of electricity that is generated and flows is really enormous by human standards. Thus, for instance, the voltage in the power supply used in most countries are only around 110 volts or 230 volts. But the voltages generated in thunderstorms is of the order of hundreds of thousands of volts - a thousand times higher! The current generated also is huge - when an entire house may draw something like a few tens of amperes of electric current from the grid, the electric current in a lightning stroke is like 30-40 kiloamperes! Or again a thousand times higher. This huge current flows through a path that is estimated to be about one inch in diameter, causing the air to suddenly shoot up to temperatures of the order of 30 to 40 thousand degrees Celsius! To get an idea of how huge this is, just remember that the surface of the Sun is at a temperature of about 6,000 Celsius! This sudden heating causes the air to expand suddenly, creating a shock wave (because the expansion happens faster than the speed of sound in air). That is what causes the whiplash-like sound in thunder. As time goes on, the shock-wave becomes a sound wave, and we hear different kinds of sound, which have been given different names: "A clap is a loud sudden sound and is also called a peal. A rumble or a roll is a prolonged sound not quite as loud." says this site: The Sound of Thunder There are many other pages (such as the Wikipedia page) that will tell you more about the sound of thunder.
Now this is something that is bound to happen when such a huge power flows through the air. Hence thunder has to be always accompanied by thunder.
