Usually ports are closed to prevent intrusion or according to company policy.
To check if port is blocked run port tester , enter destination server and port number and click on test button
Some of radio stations are firewall-friendly and have radio streaming on http port , so you can listen them behind any firewall.
Usually this station has streaming URL like http://radioserver.com/station1
Non firewall-friendly stations usually has port started from 8000 like 8001,8002, etc.
And has streaming url like http://22.214.171.124:8023 where 126.96.36.199 is server-ip and 8023 is port.
Some stations has stream file available for download like .rm or .pls or .m3u .
It's text file , and if you open them in notepad you will see streaming url inside the file like http://188.8.131.52:8023
To check if radio station is available from your network - download port tester from this site and enter streaming server and port and click on Test button.