Go to settings, select services and voices and scroll to the bottom and select add a service.

Then choose a radio service that streams BBC stations, tune in, radioplayer and my tuner radio are three that do. Radioplayer is partially owned by the BBC so that could be a good choice if you are UK based. Follow the instructions to install the service

To listen select browse from the menu at the bottom of the screen. Choose your radio service. Then you have to follow the services menu to choose the local radio station you want. The menus vary between services.

It may require setting your account to recognize that it’s in the appropriate country, too. I don’t think you need to enter a street address, but setting up the post code/country is probably important, I think that Sonos uses that data to filter specific data to you when you “add a service”.