I’ll refer to electromagnetic radiation as EMR.
Visible light is a very small subset of EMR. Many other ranges like infrared, ultraviolet, or gamma must be detected by special equipment.
EMR is what makes up light, and as we know from any high school physics class, light exhibits both particle-like properties (photoelectric effect and Compton scattering) and wave-like properties (refraction, diffraction, double-slit & single-slit experiment).
EMR can travel without a medium, like the vast emptiness of space. It can also travel with a medium. It can transmit through various materials albeit at a slower speed, like water, earth’s atmosphere, glass etc.
The propagation speed of EMR in space is 3x10^8 m/s, which is a speed unattainable by any of our current means of transportation. I would say that’s quite fast.