FM Radio on iPhone 5

Hi

My partner and I have just bought iPhone 5's. I love mine, but he is not convinced coming over from Android. His biggest beef is there is no FM radio on the phone.

We looked up Apps and can find a few - one popular one seems to be Tune-In. It says you need a data connection - can someone explain all the settings that need to be on.

He rides a lot so wants to be able to play his radio whilst riding as well as switch to his stored music.

He did have one on the phone, but of course as soon as he walked out of his house into the local oval he lost connectivity so we need to know what exactly we need to have set on so it uses his data download etc.

Can we set his own phone up as a wifi spot and if so how.

thanks

Trish