Streaming media is sent to your computer in a variety of formats. The difference between these formats is a lot like the difference between Fords, Chevys, and Chryslers. However, the choice is for the station supplying the audio and not for the consumer receiving it.
To listen to streaming audio, you need to have the correct player and each player supports many file types. Rather than cluttering up your computer with a lot of media players, it is best to have as few as possible.
Although Windows Media Player may not be bundled with Windows 10 like earlier Windows operating systems, it plays a wide variety of formats, including MP3. Go to the Options menu to select all file types to ensure that it can play as many as possible. If you need more, download only what you need. The Windows store allows you download a variety of player apps.
Real Audio and WinAmp are other formats but avoid downloading the bloated software. Real Alternative plays Real Audio format files without the spam. Core Audio Player, a free audio and video player, plays WinAmp files without also loading your computer with spam. Core Audio Player is free but please feel free to donate to the cause. Nero Media Player is another free WinAmp audio player alternative, which the author has not yet tried. I've used VLC media player, mainly as a DVD player but it should work well for other files too.