If your phone has an FM receiver, then yes, however if it didn't come with a radio app, my guess is it doesn't have one. If you're not sure, Google your phone spec and look for a mention of an FM radio.
There were rumours that some phones had chips that are support FM radio but that the radio hadn't been implemented. Some clever people were then able to get FM working on these phones. Can't recall which phones this was, but again, Google's your friend: search for your phone model and FM radio, see if anything comes up.