Wireless communication technologies are becoming increasingly important in today's rapidly developing technological world. The widespread use of the Internet, the popularity of smartphones and other mobile devices, and the rise in industrial applications have all contributed to the start of a new wireless communication technology revolution. As a result, 6th generation wireless communication technology (6G) is intended to provide enhanced performance features such as faster speeds, larger bandwidths, lower latency, higher connection density, and improved reliability. mmWave-band communications are already having a vital impact on 5G. Similarly, communications in the TeraHertz (THz)-band will be crucial for the next 6G and beyond. THz, mmWave, and RF communication technologies are important components of 6G, and comparisons between these technologies are crucial in the design and development of the 6G network. In this paper, a study of THz, mmWave, and RF communication technologies is presented with their roles in developing the 6G network. Firstly, an overview of THz, mmWave and RF technologies is presented. Then, the conventional channel modeling is discussed. After that, artificial intelligence (AI) based channel modeling is presented. Furthermore, challenges and future research directions are highlighted based on the current state of the art.