EM waves form a continuous spectrum that is split into seven main groups. In order from longest wavelength to shortest, they are: radio waves, microwaves, infrared, visible light, ultraviolet, X-rays and gamma rays.
As you go along this list the wavelength gets shorter and the frequency gets higher. Radio waves have the longest wavelength and the lowest frequency. Gamma rays have the shortest wavelength and the highest frequency.
The groups are not separate kinds of wave. They are all the same type of wave, and there are no sharp boundaries between them. Visible light is the group we can see and it runs from red, which has the longest wavelength, to violet, which has the shortest.