higher frequency = higher energy possesed?

Q:For sound, a higher frequency = higher energy possesed?
How about for EM waves?

A: Yes. Waves, including EM (electromagnetic) waves, possess higher energy at higher frequencies.
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Q:Why do different EM waves have different speed in glass?
how about in water?

A: From classical electromagnetic theory developed by Clark Maxwell in the late 19 Century (the Maxwells equations), it has been shown that the speed of EM waves depends on the electric property (the permitivity) and magnetic property (the permeability) of a medium (e.g. glass or water) in which EM waves pass through. The reason being that EM wave travels by changing electric and magnetic fields. These changing electric and magnetic fields will interact with the atomic dipoles of the medium, thus affecting the wave speed.

The higher the permitivity or permeability of a material, the lower is the light speed because of strong interaction of the atomic dipoles with the electric and magnetic fields of the EM wave. Because vacuum has the lowest permitivity and permeability, thus EM wave (and light, which is EM wave in nature) travels fastest in vacuum.

Both permitivity and permeability are frequency dependent. In the visible range, red light (which has the lowest frequency) has the lowest permitivity and permeability among other coloured lights, thus having the highest speed.

係同樣不變既發動機，改變速度 = 改變燃料 = 改變輸出力。
發動機不變，增加速度 = 增加消耗燃料 = 當然增加輸出力 = 但係扭力將會減細。
電力也是一樣，電動機不變，增加頻率 = 增加速度 = 增加馬力 = 節省能源，但係扭力減少，要用變頻器啓動時減速。
水力也是一樣，水源不變，水流速度增加，衝力就會加強。
風力又點？ 自己淰

Yes. It is because for higher frequency, within one second, the number of particle oscillations is larger, which intuitively means higher energy.
For EM waves, since E=hf, where E is the energy of the photon, h is the Planck constant and f is the frequency, higher frequency means higher energy of the EM wave.
The wavelength of EM wave changes with medium density. Therefore the speed of EM wave is also different in glass or water.