An antenna receives an induced current from the electromagnetic field of the passing wave. The dipole is a linearly polarized antenna, sensitive to signals oriented in a particular direction. In this experiment, we can see this dramatically, as changing the orientation of the antenna relative to the source produces a significant drop in signal strength, so that it is no longer receiving sufficient energy to light the bulb.
Compare this effect to other wave and polarization demonstrations in sections G3 and M7.