The radio is a world object and constructible settlement object in Fallout 4.
The radio is pre-tuned to one of three different stations: Diamond City Radio, Classical Radio or Radio Freedom. The station cannot be reprogrammed and the radio has to be replaced with another radio if one desires a different station. A dirty variant exists for all three stations, while a pristine version exists only for Classical Radio if the Vault-Tec Workshop add-on is installed.
The radio can be found on the crafting path: Decorations >> Miscellaneous.