It is a pipe that moves radio/light/sound waves from one place to another, usually between where they are created and where they are being used such as between transmitter and antenna or, in this case, between transmitter and rat in a cage. They look like normal pipes but inside have internal structure (ridges) designed to keep the waves propagating with minimal loss. In theory, a fiberoptic cable is a waveguide for light.
The difference with optics is that they are solid, unlike sound/RF waveguides which are hollow. A fiberoptic cable just doesn't seem very pipe-like and isn't normally called a waveguide.
https://en.wikipedia.org/wiki/Waveguide