The electromagnetic spectrum is the family of all EM waves. It is split into seven main groups. In order, starting with the longest wavelength, they are: radio waves, microwaves, infrared, visible light, ultraviolet, X-rays and gamma rays. Radio waves have the longest wavelength and gamma rays have the shortest.
Visible light is the small group in the middle that our eyes can see. It is made of the colours of the visible spectrum. In order, these are red, orange, yellow, green, blue, indigo and violet. Red is next to infrared and violet is next to ultraviolet.
A useful way to remember the order is to learn it in two pieces: the seven groups from radio waves to gamma rays, and the seven colours from red to violet.