Its is mentioned that radio waves work as waves whereas X-rays behave like particles. What does it mean? Can someone elaborate it to a complete newbie.
Electromagnetic radiation is described by the classical Maxwell's equations which are wave equations. They cover a whole frequency spectrum

Visible light is a part of this spectrum as well as x rays and gamma rays, they can all be described as waves by Maxwell's equations.
At present we know that the underlying level of nature from which the classical electromagnetism and mechanics emerges, is quantum mechanical. The word "quantum" describes a portion of energy, and the photoelectric effect has shown that light is composed out of quanta, called photons. We have arrived at a standard model for the small dimensions of particle physics, and photons are one of the elementary particles that are the building blocks out of which everything we know about matter and energy can be described mathematically.
These elementary particles have a wave nature in their probability density distribution, but as they are point particles, when they interact they interact as points. Depending on the boundary and energy conditions the particle or the wave nature may dominate.
As light/em_radiation emerges from a confluence of photons (it needs quantum field theory to understand how) it is always the photons that determine the behavior of light, whether it looks like a wave, or like a crowd of particles.
Atoms in matter are also a quantum mechanical state, and there are bound states of electrons around nuclei which interact with photons. When the energy of the photons of the impinging beam is small, the wave nature predominates because the wavelength connected to the photon has a probability distribution ( quantum mechanics here) that is connected with the wavelength according of the electromagnetic wave it builds up, by the formula
$$Energy=\frac {hc}{\lambda} $$
Small wavelengths allow for penetration of the photon between the atomic latices, therefore x-rays and higher rays act mostly the particle nature by being reduced to a small locus in space and can penetrate in the spaces between atoms. Large wavelengths have a high probability of interaction with the lattice and being reflected and refracted as a wave.
Radio wave photons have even larger wavelengths, and are best described by the collective wave nature of the radiation.