In this paper we report on an activity aimed at building an electromagnetic wave. This was part of a class on the concept of mass offered to a group of 20 pre-service Brazilian physics teachers. The activity consisted of building a plane wave using an apparatus in which it is possible to fit some rods representing electric and magnetic fields into a pipe, with these playing the role of a ray of light. The teachers were divided into groups and each one received a kit to build a wave ray. After all the groups had built their wave rays, the lecturer for the course assembled them and constructed an electromagnetic plane wave. The main goal of this activity was to allow teachers to participate in construction and mobilize their own conceptual knowledge to perform it. We observed that the difficulties encountered during the construction were related to conceptual issues regarding electromagnetic theory.