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Modulation
It is not generally enough to transmit a radio signal, we need to put some information on it and we do that by modulating it. There are of course many ways to do it, but we only cover the main ones here to keep it simple, just understand that there are many more modes appearing all of the time.
AM & FM - They are modulations not bands!
CW = Continuous Wave, turn the signal on or off with Morse Code a dot or dash, a dash is 3 times the length of a dot.
AM = Amplitude Modulation, make the signal stronger or weaker with the audio or input signal.
FM = Frequency Modulation, make the signal frequency higher or lower with the audio or input signal.
PSK or QPSK and many similar - Change the phase modulation of the signal
SSB Single Sideband, Upper Sideband or Lower Sideband - remove the carrier and one of the sidebands, add it back in the receiver to save power.
And many digital modes too. DMR, YSF.
If you choose the wrong demodulation, you will probably not hear the transmitted audio at all.
Bandwidth
If we didn't restrict the bandwidth, we would soon run out of airwaves to transmit on. Think of it as a crowded motorway. We need to share and license the space of the 'lanes' or channels to allow multiple users to access it. Bandwidth is measured in kHz normally for voice transmissions.
For amateur radio voice, VHF/UHF: most transmissions are in FM narrow 12.5 kHz bandwidth, 70cm can be in FM wide 25 kHz. Most repeaters work in FM or digital modes.
For broadcast FM on VHR 88-108 Mhz it will be 75KHz to allow for stereo music and the RDS system.
Amateur Radio HF or Short Wave, the predominant mode for voice communication is SSB-Single Side Band. That can be Lower Sideband on frequencies below 10 MHz and USB- Upper Side Band above. This allows signals to propagate further for the same power and is more readable too.
You may need to tune your radio accurately to get the right tone or they’ll sound boomy or squeaky; have a play you’ll soon figure it out. The tuning is the opposite way round for USB compared to LSB.
There are exceptions to this; digital modes like FT8, WSPR, SSTV are always USB regardless; that’s the convention.
https://www.electronics-notes.com/articles/radio/modulation/types-techniques-am-fm-pm-psk-qam.php