The way we test to see if it is a particle is to see if it has mass. To do this we test to see if it has momentum. When the EM Wave hits an atom, some of the momentum is transferred to the atom and the rest is reflected back. The energy doesn't get reflected back exactly though. Instead the atom absorbs all the energy, the electrons go into a higher energy state, then the electrons drop back down, releasing some of the energy back. This is what reflection is. Now, when the atom ejected the energy it acted like a rocket engine or gas thruster and pushed the atom in the opposite direction very, very, very slightly.
There's a ... device in which a spinner connected to 4 pads sits in a vacuum sealed container. The pads face forward but can spin around a central shaft. Each pad has white painted on one side and black on the other. When hit with EM energy, the pads begin to move. The white side, which reflect the most energy, move when the light hits it. The black side, which reflect the least energy, don't move as much so the momentum of the white sides aren't slowed as much.
And that is why, as far as I know, EM energy is both a photon and a wave: It's a wave that can generate momentum.
wat
Surely you know of the device I'm talking about.
AH! Found it.
Crookes radiometer
Ok, so, as I thought, my explanation is not correct and has been removed.