Go to Roon -> Internet Radio -> Click on the blue “+ Add a Station” sign upper left corner. New windows opens. Paste the URL you just copied from no. 2 above into Roon. Name the station, and click “Add Station”. Now your Radio Station is present in Roon, just Go to Internet Stations, highlight your station, and press play.
I’ve been trying to add new radio stations to Live Radio. The guide provided, unless I’ve got it mixed up which is quite possible, says copy the relevant url, then click the blue plus button at the top on the Live Radio page. Despite looking at various options of doing so I can’t find the blue + button on that page. Attached is a screen shot of the relevant page. Thanks very much.
As has been said - the “Live Radio” section is curated. You don’t add your own stations here, but you can ask the curators to add the station to the directory for everyone to use.
You can add radio stations to “My Live Radio” manually - this is a separate section in Roon. Radio stations can be added manually to this section, or you can browse the curated directory and add stations that appear in there.