Civilizations capable of sending out broadcast messages that we could possibly detect across interstellar distances would have to be technologically advanced and would probably be much more advanced than we are. That makes it difficult to decide what sort of signals they would send. The SETI program has decided to listen for microwave signals rather than more exotic types of signals (such as laser light, gamma rays, neutrinos, gravitational waves, etc). The main reason for this choice is that
a microwave signal can send the largest amount of information for a given amount of energy used to generate the signal