how can I load a radio station that I like to apple music?

Hi iangrow,

Thanks for coming to Apple Support Communities for help with radio stations and Apple Music.

It does appear you have seen the correct article about listing to the radio in Apple Music. Did you mean saving songs from the radio to Apple Music?

See this section of the article:

"Create custom stations

If you subscribe to Apple Music, you can create your very own station from the music that you love. You can also save songs that you hear on a custom station and live radio station on Apple Music. And see your recently played stations.

• Create a custom station: Play an artist, song, or genre, go to Now Playing, tap More  or click More , then choose Create Station. Or say "Hey Siri, start a station from," then say the name of a song, artist, or genre.
• Save a song: While listening a custom station or live radio station on Apple Music, go to Now Playing, tap More  or click More , then choose Add to Library. Or say "Hey Siri, add this song to my library."
• See your recently played stations: In Radio, look under the Recently Played section.

You can't save songs from live radio broadcasts."

Have a fantastic day!