Rhythmbox is a native music app on Ubuntu. It has some built in Radio Stations but I don't listen to them.
Today I tried to add one Radio City Lata Mangeshkar Radio on Rhythmbox as follows:
I opened the webpage
Lata Mangeshkar Radio and it started playing on small window at the bottom of the page.
I right clicked on the small window and selected view page info which opened on a pop up.
I selected Media and looked for Audio URL and copied the URL.
In Rhythmbox/Radio I clicked on Add button at the top and added the URL and clicked on Play symbol.
After clicking on Play the Radio got added as Radio City Lata Radio.