I guess you mean "How to play Online radio streams" and are not asking for code to control a built-in FM broadcast receiver. The latter is almost impossible to do because each player is different and device-propriatory.
To play online streams you need to find the stream URL for each station and then use a player library like Exoplayer to actually play it. Very often stream URL's end in ".mp3"
There are many places on the web where lists of streams can be found, e.g. on GitHub. Another way is to open a website that provides ways to listen to many radio stations, like for example www.onlineradiobox.com Open a station in such website and then look at the page source with your browser and search with phrases like "mp3", "stream" or "player" to find the true stream. You can test them in for example VLC player (press CTRL+N and insert the found URL).
Making a good radio app is a lot of work and requires constant updating because annually on average about 30% of the radiostations change their stream. So do realize what you are getting yourself into!