Any piece of wire is capable of having an electrical current induced in it, and this is how an antenna works.
If the signal strentgh is sufficiently large, then it follows that a larger current is induced into the wire.
The size of incduced current depends on certain factors, one of course I have just mentioned, but also the frequency of the signal is important, and the length of the wire, basically we look at a signal frequency in terms of wavelength.
If you couple up a transmitted signal with particular frequency, with a length of wire whose length is a particular proportion of the wavelength of that signal, then the induced current will be larger.Which is why you might hear of terms such as quarter length antenna.
All this actually means is that to recieve a signal, you need a transmitter, and a piece of wire.
Next, to actually transmit a signal, the frequency of the signal itself has to be very much higher than the range of the human ear, in the order of thousands of times higher, but also up to the millions, or beyond.
If we want to transmit information in the human hearing range, we have to encode it into the transmitted signal, there are several ways of doing this, including digital packets, or varying the frequency of the transmitted signal in sympathy with the information we wish to hear - this is called frequency modulation.
In the case of the OP, the method of encoding a lower frequency signal, such as music, onto a much higher frequency - (which we call the carrier signal), what we do is vary the size, or power of the carrier signal and use our information to actually do the varying. This is called Amplitude Modulation - AM and is almost certainly the culprit in this case.
Once you have encoded your signal, and transmitted it, and then recieved it, you then have to decode it.
It really does not matter what particular transmission system you use, it must be decoded somehow.
AM signals are very simple signals compared to other methods of transmission, and so the decoder is also very simple.
This can be in its simplect form, a diode which rectifies the the positive and negative vibrations of the high frequency signal, which then goes into something that has a tendency to average out the result.
It happens that a diode is capable of doing both of these fucnctions, and specialist diodes are made to exploit this dual ability.
A diode is generally thought of as a specialist electronic component, and an averaging device might also be considered to be another component, the Capacitor.
Actually, you do not need high tech manufacturing processes to accidently produce a diode.
If you have two dissimilar materials touching each other, and both of them are capable of allowing electrical current to flow through them, there will be a tendency for current to pass through the junction between the two parts better in one direction than the other- usually this differance only amounts to a few thousandths of a volt and is often hardly noticeable, but occasionally things work out differantly.
This can happen especially when there is a certain amount of oxidation between materials.
In such cases, the differances between sending current one way, compared to sending it the other, can amount to a couple of tenths of a volt.
Now the voltage induced by the recieved current in piece of wire may be in the order of millionths of a volt, so as far as the signal is concerned, ever a poor rectifier of one tenth of a volt, is quite a barrier in one direction, and this junction is a diode.
All we now need for you to hear the result is some form of amplifier that is somehow connected to one side of that diode, it could be almost any electronic device, and often not what you might expect.