Like Wolfdog says. . .the sinusoid is a map of effects in a conductor cutting magnetic lines of force as the conductor is spun on the perimeter of a drum. An elegantly simple machine.
It is the analog to the square wave's digital.
In the physical world, a square wave that is actually "square" can not exist. The ideal square wave changes states instantaneously. The real square wave ramps from one state to another. . .the better the generator, the quicker the change, but it never happens fast enough to be instantaneous. So the real world square wave is really a highly distorted form of a sine wave, and (this is the interesting part, IMHO) can be created by summing pure sine waves of different amplitude and frequency. That is, a square wave can be thought of as the result of adding a bunch of sine waves together. The square wave may be created by purely mechanical means, and still, there will be high frequency components in it.