Let's have a quick look at the technology enabling The Things Network to connect thens of thousands of devices within 15km to connect to the network.
Wireless connectivity on The Things Network uses the LoRa technology. LoRa enables a serial data connection between two devices. A smart filtering mechanism allows connections over very long distances (2-25km) on a free bandwidth (868MHz EU, 915MHz USA, 433MHz Asia), although data throughput is limited (1-50 kbps). The connection is best suited for short data packets.
LoRaWAN is a software stack on top of LoRa connections, describing a network of multiple gateways connected to a central server. The Things Network uses LoRaWAN, but replaces the central server with a distributed network owned by the community.
For more information, have a look at this FAQ from Semtech and the Official LoRaWAN specification.
Like WiFi and 3G/4G, LoRa connections need specific hardware support for connections. Since the technology is only gaining traction now, most devices won't support it (yet). You'll need to build (or buy) devices yourself.