What is the "thing" that produce radio waves
Almost all modern radio transmitters indeed use one or more crystals to generate the transmit frequency and other needed frequencies. As crystals are only available / practical up to a relatively low frequency  a circuit called a PLL is used to convert the crystal's frequency up to the required transmit frequency.

Another way to generate high frequencies is by using a tuned cavity, similar to the magnetron tube used in microwave ovens.

It depends on the application which solution is chosen.