There is no EM wave associated with an individual photon. You're still mixing up two different theories of light. Consider diffraction:
There is a classical theory, describing light as an EM wave, where the diffraction pattern is explained by Huygens principle and an analysis using the classical wavelength of the light.
There is a quantum theory, where light is described probabilistically, which results in the same diffraction pattern. Moreover, in this theory, light interacts with matter in discrete quanta - called photons. And if we do diffraction with very low intensity light, we can see the diffraction pattern building up photon by photon. Note that each photon appears on the detection screen probabilistically. So, although each photon has an associated frequency they do not all diffract by the same angle.
However, when the pattern has built up we see that the photons collectively can be associated with a classical frequency ##f##.
And, if we also measure the energy of each photon, we find that ##E = hf##.
This is one example of how we see that the quantum theory is the fundamental theory, with the classical theory emerging as an approximation.
The classical EM wave is a similar case. The wave only appears as a result of the probabilistic behaviour of a sufficiently large number of photons. The individual photons are not themselves waves - and don't inherently have a wavelength and frequency. However, when the resulting phenomenon of light is studied, the energy of the photons corresponds to classical wavelengths and frequencies related to the energy.
Understanding this fully requires a study of the mathematics that underpins both theories. As, ultimately, the equivalence of the two theories where they overlap is a mathematical one.
I suggest you study Feynmans book fully, as this describes how classical wavelike phenomena emerge from a probabilistic quantum theory where light has no inherent wavelength or frequency at the fundamental level.As above, E is the energy associated with an individual photon, and ##f## is the emergent frequency when a sufficient number of photons are involved for classical wavelike behaviour to be observed.
That equation is itself, therefore, something of a mixture of two theories of light.