Brain wave and motor movement correlation
As said by MG_MD:


  You would be thinking about moving, actually moving, and perceiving the movement. These affect different areas of the brain and as such, the electrical output would increase.


Also, it is very rare that the brain produces only one type of waves as it is continuously processing millions of information, though we know the basic functions of all of those types (from here).

As to how EEG works:


  The billions of nerve cells in your brain produce very small electrical signals that form patterns called brain waves. During an EEG, small electrodes and wires are attached to your head. The electrodes detect your brain waves and the EEG machine amplifies the signals and records them in a wave pattern on graph paper or a computer screen.


Source



Source of image

If you look at the image, th EEG has captured many waves of different types at the same time, which proves the staement of MG_MD. 

For the "overlapping frequencies..." part:


  For example there is the “mu rhythm” (which is actually alpha activity in the relevant sensory and motor cortical areas that happens when the arms/hands are not doing anything)...


Source