Although there are variations in the exact way things are implemented, radio communications generally involves taking a low-frequency signal that contains information to be transmitted, and using a technique called modulation to a higher range of frequencies. It's perhaps easiest to think in terms of a "black box" which, given two signals containing various combinations of frequencies, will--for every combination of signals present in the original, the sum and difference frequencies, in proportion to the product of the strengths of the signals in the original. If one feeds in an audio signal containing frequencies in the range 0-10KHz along with a 720,000Hz sine wave [the carrier used by WGN-720 Chicago], one will receive from the box a signal containing only frequencies in the range 710,000Hz to 730,000Hz. If a receiver feeds that signal into a similar box, along with its own 720,000Hz sinewave, it will receive from that box signals in the range 0-10Khz, along with signals in the range 1,430,000Hz to 1,450,000Hz. The signals in the 0-10Khz will match the originals; those in the 1,430,000Hz to 1,450,000Hz range may be ignored.
If in addition to WGN, another station is broadcasting (e.g. WBBM-780), then the signals in the range 770,000Hz to 790,000Hz transmitted by the latter will get converted by the receiver into signals in the range 50,000Hz to 70,000Hz (as well as 1,490,000Hz to 1,510,000Hz). Since the radio receiver is designed on the assumption that no audio of interest will involve frequencies over 10,000Hz, it can ignore all of the higher frequencies.
Even though WiFi data is converted to frequencies near 2.4GHz prior to transmission, the "real" frequencies of interest are much lower. In order to avoid having WiFi transmissions interfere with other broadcasts, the WiFi transmissions must stay far enough away from the frequencies used by those other transmissions that any unwanted frequency content they may receive would be sufficiently different from what they're looking for that they'll reject it.
Note that the "black box" mixer approach to radio design is a bit of a simplification; while it would be theoretically possible for a radio receiver to use a frequency-combining circuit on an unfiltered signal and then low-pass filter the output, it's generally necessary to use multiple stages of filtering and amplification. Further, for various reasons, it's often easier for radio receivers to mix an incoming signal not with the actual carrier frequency of interest, but rather an adjustable frequency that's higher or lower by a certain amount (the term "*hetero*dyne" refers to the use of "different" frequency), filter the resulting signal, and then convert that filtered signal to the desired final frequency. Still, the key point is that the only thing which would distinguish a 1KHz audio signal transmitted by WGN (at frequencies of 719,000Hz and 721,000Hz) from 59KHz and 61Khz tones transmitted by WBBM-780 is the the fact that radio stations aren't expected to transmit audio content over 10Khz, and thus receivers will ignore anything that's much over 10Khz away.