The electromagnetic (EM) spectrum is just a name that scientists give a bunch of types of radiation when they want to talk about them as a group. Radiation is energy that travels and spreads out as it goes-- visible light that comes from a lamp in your house and radio waves that come from a radio station are two types of electromagnetic radiation. Other examples of EM radiation are microwaves, infrared and ultraviolet light, X-rays and gamma-rays. Hotter, more energetic objects and events create higher energy radiation than cool objects. Only extremely hot objects or particles moving at very high velocities can create high-energy radiation like X-rays and gamma-rays.
A Radio Wave is not a Gamma-Ray, a Microwave is not an X-ray ... or is it?
We may think that radio waves are completely different physical objects or events than gamma-rays. They are produced in very different ways, and we detect them in different ways. But are they really different things? The answer is 'no'. Radio waves, visible light, X-rays, and all the other parts of the electromagnetic spectrum are fundamentally the same thing. They are all electromagnetic radiation.
Electromagnetic radiation can be described in terms of a stream of photons, which are massless particles each traveling in a wave-like pattern and moving at the speed of light. Each photon contains a certain amount (or bundle) of energy, and all electromagnetic radiation consists of these photons. The only difference between the various types of electromagnetic radiation is the amount of energy found in the photons. Radio waves have photons with low energies, microwaves have a little more energy than radio waves, infrared has still more, then visible, ultraviolet, X-rays, and ... the most energetic of all ... gamma-rays.
Actually, the electromagnetic spectrum can be expressed in terms of energy, wavelength, or frequency. Each way of thinking about the EM spectrum is related to the others in a precise mathematical way. So why do we have three ways of describing things, each with a different set of physical units? After all, frequency is measured in cycles per second (which is called a Hertz), wavelength is measured in meters, and energy is measured in electron volts.