Theoretical and experimental studies of in-medium properties of hadrons in hot and/or dense matter is one of the most active frontiers in nuclear physics. High-energy heavy-ion collisions provide the possibility to create in laboratory strongly interacting matter at finite density and temperature. Electromagnetic signals, namely photon and dileptons spectra, provide a way to detect and study directly the properties of hadrons in the early stage of high-energy heavy-ion collisions. In this review, we first present an overview of current experimental efforts towards the measurement of dilepton and photon spectra in heavy-ion collisions at CERN SPS energies. We then review in detail the various theoretical investigations of and explanations for the low-mass dilepton enhancement, intermediate-mass dilepton enhancement, and direct photon production observed in heavy-ion collisions at CERN SPS. We emphasize the possibility of learning about the in-medium properties of hadrons, especially those of vector mesons, through these experimental and theoretical efforts.