No that sensor would not work. Remember the 38KHz only means the frequency, cycles per second. That frequency can be transmitted via light (IR) vibration/sound (ultrasonic) or electromagnetic field (radio). Our signal is being transmitted as an electromagnetic field that induces a varying voltage in a receiving coil of wire. Same as AM/FM radio, cell phones, wifi, etc. albeit on a much much lower frequency (VLF band).
What I did was tear apart an old speaker and use the winding of wire as an antenna. For receiving and recording the samples that we used to decipher the signal I used a device built for receiving RF signals. A computer sound card, depending on the max sample rate, can also receive and transmit at 38KHz. Problem is they are quite weak for transmitting, I haven't tried it for recording but it should work fine.
Edit: Frequency isn't really "transmitted" is just a characteristic of the signal. Its the photons, EM waves, or sound waves being TXed.