Electromagnetic waves are transverse waves: the oscillations are at right angles to the direction the wave travels. Radio waves, microwaves, infrared, visible light, ultraviolet, X-rays and gamma rays are all electromagnetic waves.
Unlike sound or water waves, electromagnetic waves do not need a medium to travel through. They can travel through a vacuum, which is why light and infrared from the Sun reach the Earth across empty space.
In a vacuum or in space, all electromagnetic waves have the same velocity. Their speed is about 300 000 000 metres per second (3 × 108 m/s). A gamma ray and a radio wave cover the same distance in the same time. They differ in frequency and wavelength, not in speed.