Well, there might be certain workplaces where they may allow you to use radio when it comes to break time, so the policy may differ under many different kinds of circumstances and workplace settings. It also depends a lot on the kind of employee you are and nature of the job.
We can do whatever we want whenever we are at break. When I mean anything, it's whatever that doesn't cause problems at work for the business or other workers. Playing music with your smartphone or watching movies at the time is never a problem.