Several questions have been posted on Physics SE regarding the relationship between photons and electromagnetic waves, and several good answers have been given. Some of those questions are listed below, but I didn't find any that requested a mathematically explicit analysis of what happens — in terms of photons — when an oscillating current generates an electromagnetic wave with a macroscopic wavelength, such as a radio wave.
I'm attempting to fill that gap by posting this question-and-answer.
I haven't found an equally explicit / equally narrated analysis anywhere else, but less-explicit / less-narrated references include:
Itzykson and Zuber, Quantum Field Theory, section 4-1: "Quantized electromagnetic field interacting with a classical source";
Cohen-Tannoudji, Dupont-Roc, and Grynberg, Atom-Photon Interactions, exercise 17: "Equivalence between a quantum field in a coherent state and an external field", and also exercise 9.
Some related posts, from newest to oldest:
Does a photon require an EM field to exist?
Electromagnetic waves and photons
What exactly is meant by the wavelength of a photon?
Why call it a particle and not a wave pulse?
What is the physical nature of electromagnetic waves?
Relation between Wave equation of light and photon wave function?
Sequence of E and B field in radio waves and in single photons
Photon Quantum Field proportional to Electromagnetic Field?
Light Waves and Light Photons gedanken Experiment
How is the classical EM field modeled in quantum mechanics?
Are coherent states of light 'classical' or 'quantum'?
Amplitude of an electromagnetic wave containing a single photon
Radio waves and frequency of photon
Reconciling refraction with particle theory and wave theory
Properties of the photon: Electric and Magnetic field components
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