Install mplayerUpdate your ubuntu repository to ensure that you use the latest update then install mplayer using apt-get
$ sudo apt-get update
$ sudo apt-get install mplayer
Find the IP address of the radio you want to listen.
You might find it from anywhere, but I prefer to choose from https://www.xatworld.com/radio-search/. In the following screen capture, I show you when I was trying to find IP address for MQ FM (it is a moslem radio in Indonesia). You just need to supply the radio name, press "search", after it is found then you can just press "Find IP" button. Voila! Your radio IP address is there.
Now it's the showtime! You can play your radio now. Type this in your terminal
$ mplayer http://220.127.116.11:8000Happy streaming! :D