If a radio station decides to transmit its programs over the Internet, (it's called "streaming") then you can listen to it using your computer. Not otherwise. You can't use your computer to listen to just any old radio station, because a computer is not a radio.
If a radio station or a broadcasting system has a website, you can go there and look for a link which says "listen now" or "listen direct" or something like that, or you can find lists of these by using a search site such as Google by typing in "streaming radio stations".
the BBC streams its radio output
http://www.bbc.co.uk