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://14.19.182.117:8023 where 14.19.182.117  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://14.19.182.117:8023 
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.
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