A pure state of a spinless particle can be described by its position-space wave function $\psi(\mathbf{x})$, where $\psi \in L^2(\mathbb{R}^3)$, satisfying the normalization condition $\int_{\mathbb{R}^3} d^3x \, |\psi(\mathbf{x})|^2=1$.
Equivalently, this state can be described by its momentum-space wave function $\tilde{\psi}(\mathbf{p})$, where $\tilde{\psi} \in L^2(\mathbb{R}^3)$ with $\int_{\mathbb{R}^3} d^3p \,|\tilde{\psi}(\mathbf{p})|^2=1$.
$\psi$ and $\tilde{\psi}$ are related by the unitary transformation $\mathcal{F}: L^2(\mathbb{R}^3) \to L^2(\mathbb{R}^3)$ defined by ($\hbar=1$)
$$
\tilde{\psi}(\mathbf{p})= (\mathcal{F} \psi)(\mathbf{p}):=\int\limits_{\mathbb{R}^3} \! \frac{d^3x}{(2\pi)^{3/2}} \, e^{-i \mathbf{p} \cdot \mathbf{x}} \, \psi(\mathbf{x}), \tag{1} \label{1}$$ where $\mathcal{F}$ is, of course, nothing else than the Fourier transformation. Given $\tilde{\psi}$, the position-space wave function $\psi$ can be recovered by the inverse mapping
$$
\psi(\mathbf{x})=(\mathcal{F}^{-1}\tilde{\psi})(\mathbf{x})= \int\limits_{\mathbb{R}^3}\! \frac{d^3p}{(2\pi)^{3/2}} \, e^{i \mathbf{p} \cdot \mathbf{x}} \, \tilde{\psi}(\mathbf{p}). \tag{2} \label{2}$$
The momentum operator $\hat{\mathbf{p}}$ in the position-space representation, defined as the differential operator $(\hat{\mathbf{p}} \psi)(\mathbf{x})=-i \mathbf{\nabla} \psi(\mathbf{x})$ on a suitable dense domain $\mathcal{D}(\hat{\mathbf{p}})\subset L^2(\mathbb{R}^3)$ becomes a multiplication operator in the momentum-space representation, as can easily be seen by using eq. \eqref{2} for $\psi \in \mathcal{D}(\hat{\mathbf{p}})$:
$$
(\hat{\mathbf{p}}\psi)(\mathbf{x})=-i \mathbf{\nabla} \psi(\mathbf{x})=-i \mathbf{\nabla} \int\limits_{\mathbb{R}^3} \! \frac{d^3p}{(2\pi)^{3/2}} \, e^{i \mathbf{p} \cdot \mathbf{x}} \, \tilde{\psi}(\mathbf{p})= \int\limits_{\mathbb{R}^3} \! \frac{d^3p}{(2\pi)^{3/2}} \, e^{i \mathbf{p} \cdot \mathbf{x}} \, \mathbf{p} \tilde{\psi}(\mathbf{p}). \tag{3} \label{3}
$$
As the spectrum of the momentum operator $\hat{\mathbf{p}}$ is purely continuous ($\sigma_c(\hat{p}_k)=\mathbb{R}$ and $\sigma_p(\hat{p}_k)=\emptyset$ for $k=1,2,3$), the plane wave solutions $f_{\mathbf{p}}(\mathbf{x})=e^{i \mathbf{p} \cdot \mathbf{x}}$ of the eigenvalue equation $\hat{\mathbf{p}} f_{\mathbf{p}}(\mathbf{x})=\mathbf{p} f_{\mathbf{p}}(\mathbf{x})$ cannot be elements of the Hilbert space $L^2(\mathbb{R}^3)$. Note that normalizable eigenfunctions (i.e. proper eigenvectors) are only associated with the point spectrum of a selfadjoint operator. Nevertheless, as eq. \eqref{2} shows, the normalizable wave function $\psi(\mathbf{x})$ can be written as a linear combination (in fact an integral) of the plane wave solutions $e^{i \mathbf{p} \cdot \mathbf{x}}$ with the momentum-space wave function $\tilde{\psi}(\mathbf{p})$ as expansion coefficient.