It isn’t a wave any any direction like a wave of water. It’s a wave of *probability* which we visualize as a wave of stuff. At the quantum scale, location isn’t really a *thing* for particles most of the time. They don’t occupy one place, they are kind of in all places they could possibly be, at the time time. They’re only in one place when you go looking for their location and measure that.
The top of the wave is the place where you’re most likely to find that particle when you go looking for it. I *can* be anywhere else, it’s just more likely to be in some places than in others. It’s kind of like the wave seen in a [probability graph of rolling dice](https://www.gigacalculator.com/img/calculators/dice-probabilities.png). You can see that certain sums are more likely with two dice, so you get that nice bell curve. That’s the wave you see for a photon: at any particular point in space, you’re more or less likely to find a photon in that space.
Now, it gets a bit more complicated when you start talking about *polarity* but it’s still not a physical wave of *stuff*, just a measure of the probability of finding a photon.
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