How can you listen to FM radio on an mp3?

You can only do this if:

1) your MP3 player has a built-in radio tuner, or

2) you are in a wi-fi zone and have an app that can listen to internet radio, or

3) you have access to a data plan that can listen to internet radio via a cellphone network (not recommended, as you will be paying a lot just to listen to radio).