How to run radio stations in your laptop?

You can listen to streamed audio from websites without any special hardware.

A lot of radio stations stream their output to the web as well. For example, here in the UK the BBC do it via their iPlayer - unfortunately you won't be able to listen from India.

If you search for "internet radio" you should find some links appropriate to your location. In fact "internet radio india" turned up this page as the first result.