I think it will be easier to answer your second question first. Electricity is really just moving charges around. Either you can move electrons around, or you can move other charged particles around. It's all the same thing. When you put salt in water, which as you might know is made from one sodium ion (with a plus charge) and one chloride ion (with a minus charge), the two oppositely charged ions separate (why they do this is an interesting story also!) So when you put lots of salt in water, the charged ions from the salt can move and allow electricity to conduct. In fact, electricity does not conduct nearly as well in water with absolutely no salt, but in fact it is very hard to get water with absolutely no ions in it.

Now, on to radio waves.
Radio, visible light, infrared, ultraviolet, x-rays, microwaves and various other kinds of waves turn out to all be the exact thing. The only difference between them is the "wavelength" of the wave. In any wave something moves back and forth and the length of one complete cycle is called the wavelength. It turns out that all of these waves are able to move charges around - sort of. The thing is that the radio and waves with longer wavelengths move charges better than visible light and x-rays. That's because the shorter the wavelength, the faster the charges have to move to keep up. And moving all those charges around sucks up a lot of energy from the wave.

So, in fact, the saltier the water, the less able radio waves will be able to penetrate through it. By the way, using the same sort of reasoning you can explain why metals are not transparent.

Anyway, the more you understand about waves and their behaviors, the more you can understand about the world around you.

Radio and other electromagnetic waves can travel through liquids and solids. Having electromagnetic (EM) waves travel through pure liquids usually doesn't aid travel but it may not really hinder it either (depending on what you mean by "hinder;" EM waves traveling through a substance move more slowly than EM waves traveling through vacuum).

Adding salt to water would, as you point out, have the effect of increasing the electrical conductivity of the liquid. This, actually, is bad for transmitting a EM wave because the increased conductivity will tend to disperse the wave and attenuate the signal that gets through.

In sea water, radio waves don't travel too far but microwaves might do better because sea water isn't a "good" conductor any more at those frequencies. On the other hand, sound waves travel through water very well so submarines use sonar rather than radar.