the ultimate limit of a weak field is a single-photon. Detecting and manipulating single-photons at megahertz frequencies presents a challenge as, even at cryogenic temperatures, thermal fluctuations are significant. Here, we use a gigahertz superconducting qubit to directly observe the quantization of a megahertz radio-frequency electromagnetic field. Using the qubit, we achieve quantum control over thermal photons, cooling to the ground-state and stabilizing photonic Fock states. Releasing the resonator from our control, we directly observe its re-thermalization dynamics with the bath with nanosecond resolution. Extending circuit quantum electrodynamics to a new regime, we enable the exploration of thermodynamics at the quantum scale and allow interfacing quantum circuits with megahertz systems such as spin systems or macroscopic mechanical oscillators.