In this paper, we propose a novel physics-informed generative learning approach, termed RadioDiff-$\bm{k^2}$, for accurate and efficient multipath-aware radio map (RM) construction. As wireless communication evolves towards environment-aware paradigms, driven by the increasing demand for intelligent and proactive optimization in sixth-generation (6G) networks, accurate construction of RMs becomes crucial yet highly challenging. Conventional electromagnetic (EM)-based methods, such as full-wave solvers and ray-tracing approaches, exhibit substantial computational overhead and limited adaptability to dynamic scenarios. Although, existing neural network (NN) approaches have efficient inferencing speed, they lack sufficient consideration of the underlying physics of EM wave propagation, limiting their effectiveness in accurately modeling critical EM singularities induced by complex multipath environments. To address these fundamental limitations, we propose a novel physics-inspired RM construction method guided explicitly by the Helmholtz equation, which inherently governs EM wave propagation. Specifically, we theoretically establish a direct correspondence between EM singularities, which correspond to the critical spatial features influencing wireless propagation, and regions defined by negative wave numbers in the Helmholtz equation. Based on this insight, we design an innovative dual generative diffusion model (DM) framework comprising one DM dedicated to accurately inferring EM singularities and another DM responsible for reconstructing the complete RM using these singularities along with environmental contextual information. Our physics-informed approach uniquely combines the efficiency advantages of data-driven methods with rigorous physics-based EM modeling, significantly enhancing RM accuracy, particularly in complex propagation environments dominated by multipath effects.