When sending EM waves we usually intend first of all to deliver energy (without any losses, caused by dissipation) from leaving to destination point. Therefore the most comfortable case is when the energy passes throug vacuum, where are no any obstacles. The power stream density, which characterizes the wave, may be calculated using well-known Umov-Poiting formula (from Vector analysis)
EM wave always corresponds to electromagnetic field, which comprises both electric and magnetic fields. They both exist in vacuum. The proof is magnetic fields of Earth, Sun, Jupiter and other giant objects in our enormous Solar System.
My advice - just take any book, describing electricity, magnetism or refresh you knowledge on vector analysis
With respect,
Dmitrij