To destroy a radio, just find one and throw a grenade near it by pressing
then
. I did this in the second level, even though there is a kind of radio in the first. I don't think I had grenades then though.
Alternatively, "You can get it in a few seconds, make a survival game in the 1st map (desert) and purchase a grenade, there is a radio near the spawn." - credit to Kheiz
If I can improve this guide, please comment below!