Electromagnetic waves in vacuum and air very accurately are subject to what is called the superposition principle, which in turn derives from the linearity of the equations of electrodynamics. The superposition principle says that
- waves that travel in different directions don't disturb each other
- waves with different frequencies/wavelengths don't disturb each other
- waves with different polarisation directions don't disturb each other
In short, waves don't get disturbed by other waves (and yes, that also includes non-interference of energy), unless their direction, frequency and polarisation are the same. Therefore, when designing radio applications, you can vary any one of these to make sure you are not disturbing someone elses radio.
Usually, EM radio waves are used for transmitting information. This requires that you are not using a single frequency, but actually a frequency band from this to that frequency. Then you will have to make sure that the bands don't overlap with another person's application (at least if polarisation and direction could be the same).
EM waves are different from waves in the ocean because the latter have often high amplitude, which makes them nonlinear, and thus, destroys the superposition principle. Water waves often disturb each other, producing strange effects like solitons. You can recognize when this happens if you see sharp "cuspy" structures moving on the water surface, which also includes the big ocean waves that break close to the beach with foam and all. All this is nonlinear stuff.