The analogy doesn't hold well at this point. The previous comment saying "Electromagnetic radiation always travels as waves" is misleading because neither classical waves or particles can describe all the behaviours of EMR.

If you're asking "Where in the wave is the photon", the answer is that it's in all the places at the same time until you check. You can consider the height of the wave to be the probability that the photon would be in that position if you were to measure it. The position and path a photon travels is literally not concretely defined until it is measured, at which one of the possible positions is randomly selected. When we have a lot of photons we can sweep a lot of the probabilistic stuff under the rug by summing them all together into something that resembles our intuitive understanding of waves, but it does not mean that a single photon is a tiny wave.

The previous comment said "The concept of a photon being a light particle is incorrect", which is true, but the concept that it is a wave is also equally incorrect. They're both interpretations that aim to simplify the probabilistic nature of quantum objects into something intuitive to us, and which interpretation you use will depend on which behaviour you want to describe. Can you model electromagnetic radiation travelling as particles? Yes absolutely, but you'd be describing it in terms of the sum of those infinite probabilistic potential paths the particles could travel.