Radio waves are not a mechanical wave. Mechanical waves are waves that require a medium to propagate, meaning they can only travel through a physical material. Examples of mechanical waves include sound waves, water waves, and waves in a closed pipe.
Radio waves, on the other hand, are electromagnetic waves and do not require a medium to propagate. They can travel through a vacuum, such as space, and are used for communication technologies like radio and television broadcasting, cell phone signals, and GPS.