The actual process is called Frequency Modulation (FM). Essentially, a voltage-controlled oscillator (VCO) is used. The value of a signal is then encoded in the frequency of the FM signal.
If you want to know why this is done, you'll have to know a host of other concepts ie signal spectrums, fourier transforms, bandwidth etc. This forms the integral part of communications theory.
I'll try to give a summarised version. In the wireless domain, bandwidth is a premium, hence signals are always manipulated to be confined within their allocated bandwidths. In FM, this is precisely what is being done. The signal is "modulated" to occupy a small range of the frequency spectrum, ie its bandwidth.