Welcome to ETO.
First of all, a bit of terminology...
The expression "wavelength" is generally only used when referring to infra-red, visible and ultra-violet light.
For lower frequency things, the commonly expression is "frequency".
This is not a hard and fast rule, there are many exceptions.
Wavelength and frequency are related by the equation:
frequency = 300,000,000/wavelength
Where frequency is in Hertz, and wavelength is in metres.
To your main question...
Yes, there are things which can emit a range of frequencies (wavelengths).
A white LED.
White light is made up of a broad spectrum of frequencies.
Another example would be a simple old fashioned incandescent lamp.
When the filament is up to normal temperature, it emits white light.
Run the thing on a reduced voltage and you will get an orangy red colour.
As for a magnetron, where you are getting into the field of "radio", as a general rule we only want one frequency at a time.
Otherwise radio stuff would not work very well.
As a supplementary bit of information, sinewaves have a single frequency component.
Any waveform which is not a sinewave has several frequency components.
For example, a square wave with a frequency of 1MHz, will have components at 1MHz, 3MHz, 5MHz, 7MHz....etc
In theory, all the odd harmonics up to infinity.
In practice not so much!
JimB