A wave is a transmission of disturbance from one point to another. All waves involve transmission of energy from one point called the source to another point.
Waves describes various ways in which energy can be transferred from a point source.
In electromagnetic waves, for instance, energy transmission occurs as a result of vibrations of electric and magnetic fields.
In mechanical waves energy transmission is as a result of vibration of particles in the medium used. For example in sound waves, energy is transferred through vibration of particles of air or particles of a solid or medium through which sound travels through.