Cathode rays are wave but due to their massless property they are not able to travel at speed which is equal to light hence they are not categorized under Electromagnetic wave.

Cathode consists of Electrons and they will travel from cathode to anode by the shortest route which is obliviously a straight line until any other forces are applied across the tube. In presence of magnetic field, they will deviate from their usual path.

When cathode accelerated to the anode they produce X-rays, which is in accordance to Maxwell's principle that accelerating charge emit radiation when it strikes the surface of metal.