Hi!
I'll try to give you a brief, understandable answer before someone gives you a response with 'many big words'.
Yes, all forms of electromagnetic radiation travels in packets called photons. A key characteristic of the various different 'kinds' of photons is their wavelength. A longer wavelength has less power than a shorter one.
If I understand properly, what differentiates one kind of EM radiation from another is the wavelength, and the way the photons are produced or react with other particles. Radio waves are produced by oscillating electric currents (correct?) and carry very little power. Light is produced through shifts in valence level of electrons. (hoping I'm still right) They carry more power, and are the only form of EM radiation our eyes can see.
Take care!