All EM waves are photons. When X and gamma rays interact with matter, e.g. by Compton scattering, i.e. hitting electrons of an atom. Thereby the photons loose discrete amounts of energy, leading to an increase of their wavelengths, and the electrons are then lifted on corresponding higher energy levels. When the electrons ‘fall’ back onto their base levels, additional photons are emitted.

Microwaves, however, have to low energy for this kind of interaction. They e.g. induce vibrations and oscillations of molecules which is perceived as a temperature increase.