What the others have said is right, so I'll just add. I did research years ago on the way materials absorb microwaves, lower frequencies, and higher ones up into Far-Infrared.
The absorption of energy from an applied varying Electromagnetic Field (EMF) depends on the mechanism of interaction between the field and some component of the absorber. And each mechanism has a particular ideal frequency to aborb that depends on the fine local details of the absorber's components. Here are some examples.
1. At lower microwave frequencies and lower into the MHz region, we find that whole molecules are rotating in place within the mass of the absorber, at rotational rates in the MHz and GHz range. Most molecules are not completely symmetrical, and hence the distribution of electrons involved in the bonds between the atoms is slightly unbalanced, giving the molecule at electric dipole - it has one end slightly more positively-charged, and an opposite end slightly more negative. So, when an external EMF is applied to this material, its molecules already are rotating in space at a rate very similar to the rate of change of the applied EMF. This means each molecule can be pushed by the moving EMF to move a little more energetically. That shows up to our macroscopic senses as heating of the mass of absorber. That is how a microwave oven works - its EMF raises the rotational energy of most of the molecules in the food. Water, fats, and proteins are very good absorbers of microwaves. At higher microwave frequencies -say, tens of GHz - a similar process happens to PARTS of a molecule - groups of atoms that can rotate with respect to the rest of the whole molecule. As you might expect, size it important here - smaller things naturally rotate faster. But the surroundings of the molecule also have an effect because they provide attractive forces that slow down a molecule's rotation. For that reason a mass of absorber will absorb frequencies lower than the natural speed of rotation of an isolated molecule - down into the MHz region.
2. Above (in frequencies) microwaves and Far-Infrared, you get the mid- and near-infrared region of EMF's. Within a molecule, the atoms bonded together vibrate along the bonding "arms" between them. That is the "stretching" motion, and there are also "bending" motions of the bond. All of these have distinctive frequencies that depend on what atoms are involved in the bond, and on the other atoms and bomnds adjacent to this one. So these bonds can absorb energy from an external EMF at these frequencies - the Infrared region.
3. At higher frequencies, the energy involved is much higher, enough to actually promote electrons from one stable energy state into a higher energy state. This happens in the range of visible light and ultraviolet light. The absorption of particular visible light frequencies by a material leaves us seeing the light that is NOT absorbed, and hence we perceive a colour of the material. NOTE the important fact that NOT all frequencies are absorbed - some are reflected, and some penetrate right through - because the absorbers can only absorb very specific frequencies due to the mechanism - promotion of electrons from one energy state to another.
4. At even higher frequencies like X-rays a similar process occurs, but the promotions of electrons here are larger changes of energy states.
5. Up in the Gamma ray frequency range, some absorbtions are electron energy promotions, and we can even get to promoting the energy of protons and neutrons in the nucleus. Again, the energy changes involved here are very specific, and not just any old energy.
So, any material can absorb a variety of EMF waves, but only particular parts of the broad possible range. Nothing can absorb ALL of the possible EMF frequencies.