If you were to step into the beam carried by a waveguide for something like a powerful TV transmitter, it will cook you through like a death ray out of science fiction. Fortunately it's not actually collimated, so just a few feet away the energy is barely enough to cook your retinas faster than your blood supply can cool them (which can cause blindness). Otherwise, yes, it's much like infrared heating effects. If infrared penetrated a few centimetres deep, anyway.

^ this guy literally does nothing more than lay a long wire out on the grass, and touching it instantly smokes and burns his skin