Explaining Mukai-Fourier transforms physically

You can think of line bundles and skyscraper sheaves as sheaf-theoretic analogues to exponentials and delta functions, respectively. The Fourier-Mukai transform on an elliptic curve takes one type of sheaf to the other (with a homological shift that I will ignore). In higher dimension, you get some mixtures of these types, from complexes of sheaves with cohomology supported on subvarieties of positive dimension and positive codimension - you can think of these as an analogue of more general distributions. Vector bundles on an abelian variety get "orthogonally decomposed" into skyscrapers on the "frequency space", i.e., the dual abelian variety.

I'd suggest you to check the post HERE.

As you will see, the analogy enters by thinking the pullback of the sheaf $\mathcal{F}$ on the $X$ variety, i.e. $p_1^*\mathcal{F}$, as Fourier coefficients, while the sheaf $\mathcal{P}$ on the product variety $X\times Y$ plays the role of integral kernel.

Cheers.