There are some methods that differentiate waves; one thing is by its medium. Electromagnetic waves did not require a medium for transmission such as in a vacuum while mechanical waves require a medium to travel such as air, water or anything that can serve as a transmission aid.
The most common sample of EM waves in telecommunication is radio, light and infra-red signals. An example of a mechanical wave is a sound wave, which requires air to travel. Oscillating molecules made the sound waves.