What type of components necessarily pickup EM waves in antennas?
When the magnetic field part of an electromagnetic wave propagating through space  cuts a conductor - the antenna - a voltage is induced in the antenna which mimics the signal transmitted.

What's required to process that voltage in order to extract the information transmitted will depend on the way the information was transmitted; that is, on the modulation scheme used. 

For example, if vanilla amplitude modulation is used to impress audio on an RF carrier at the transmit end, and if the signal from the antenna is strong enough, all that's required to recover the information sent is a diode detector followed up with some capacitance to ground, with the information appearing at the junction of the diode and the capacitor.