i am using the radio class in my application
FMRadio myRadio = FMRadio.Instance;
// Turn the radio on.
myRadio.PowerMode = RadioPowerMode.On;
myRadio.CurrentRegion = RadioRegion.Europe;
// Set the frequency.
myRadio.Frequency = 92.7;
will the application exit and the radio of my phone will appear or will it play in background??
Yes, it will play on the background when you exit your app.