Radio waves are created when an oscillator circuit gets electrons to vibrate thousands or millions of times per second.  An amplifier in the transmitter makes these Radio Frequencies (RF) more powerful. 

 If the circuit is turned on or off in a pattern using a telegraph key, information may be sent using Morse Code.You can also talk into a microphone and have a circuit then modulate the radio waves to have them carry your voice signal. 

In both cases, these radio waves are then fed to an antenna which lets them travel through space.  An antenna somewhere else catches the radio waves and feeds them to a receiver where they are demodulated into Audio Frequencies (AF) and played through headphones or a speaker.

A transceiver is a radio that has both a transmitter and receiver in the same case.