There are several ways to run Internet Radio Stations and some methods work better than others for given stations. I am no expert, but here is a start.
Under the Audio view on the left, after the Album Views is Connected Media (at least on MC 19, but I think it is the same on MC 20). If you click on Connected Media is brings up a web search windows. You can do a web search there for a radio station website. There are also some services listed there than you can try. Depending on the station website, the website will either come up to just play in the window (like Pandora) or when you you select a station, MC will give you an option to play and/or add to Web Media. If you choose both it will play the stream and send the link to My Connected Media, under Connected Media. If a stream is playing, you can go to Playing Now and select the stream (there may be several) and right click on it and Send it to a Playlist. Before dong that you might want to add some tags, like setting Media Sub Type Audio to Radio. You can also right click on the top display window and do Send To Playlist from there. Sometimes when you do the web search, the station will start playing in a separate Windows window. If so, you can copy the URL from that new webpage and paste it to MC - File - Open URL. Or, if you already know the streaming URL (which is different from the website url) you can just paste that into MC - File - Open URL. Once you have the station playing in MC, go to Playing Now and select the station and send it to a playlist. You can also simply go to the radio website outside of MC and start a stream playing. It may ask if you want to play it with MC and if so you can just say yes. Then go into MC and send the stream to a Playlist (from Playing Now or the top display) and tag it.
Once you have several stations in My Connected Media or in a Playlist, you can create an Audio view which selects files based on your tagging, like Media Sub Type Audio = Radio. Or, just use the Playlist.
Unfortunately, different stations behave differently and you have to play with it for a while to get it some of them working. Unfortunately, I have not found one fool proof way to get all stations to initially come up in MC.
Others with more experience may have better methods. But I would try some of those as a start.