Antennas are essentially just electrical conductors that are connected to a transmitter or a receiver. By conductor, that just means a piece of metal, often copper or aluminium. In use, they can look like quite chunky pieces of plastic, but the plastic is there for three reasons: to support potentially very thin wire and keep it straight; to protect the wire from physical damage (bending and snapping) and to stop corrosion. Many antennas have no such coverage, such as telescopic radio aerials or TV aerials.
Radio waves occupy the space in the electromagnetic spectrum with frequencies roughly between 10 kHz (10,000 Hz) and 100 GHz (100,000,000 Hz). For example, FM radio has a frequency range of 87.5 MHz to 108.0 MHz, while Wi-Fi is transmitted and received at 900 MHz, 2.4 GHz and 3.65 GHz.
The job of the receiving antenna is to “listen” to the radio wave frequency that it has been calibrated to by the tuner, and the transmitting antenna sends out signals at the frequency it determines. That’s how there can be thousands of different radio, TV, Wi-Fi, Bluetooth, 4G and other radio signals flying through the air at any given time, but the radio only picks up one signal.