In order to get an answer that is specific to the question, it often helps to ask a question that is specific enough to answer!
It might therefore help if you explain what is it you are trying to do, or wanting to do? Otherwise, all we can likely do is tell you that to use the radio feature in iTunes, you select in on the left, then pick the genre of radio station you want to listen to from the list, then from there, select the actual station. You do, of course, need an internet connection because it streams data from the station.