So I've downloaded the latest version for Windows. I go to apps, getiplayer and open.
It opens up in a command box.
I search as instructed for radio programmes.
I now have a list in the command box.
They don't open there so what do you do now? 
I'm new and I'm not a geek.

Read the guides. Link up top on the navigation bar.

You don't appear to be dim, you managed to create an account here and post a message, spelt correctly, so you demonstrate greater aptitude than most :-)

But you don't seem to read the info that's been provided.

It sounds like after me mentioning to you to read the guides, you read the 'Radio Guide. You then seem to have discovered the webpvr.

Correct?

Did you read the webpvr guide?

https://squarepenguin.co.uk/wiki/webpvr/

It's necessary to read it and absorb the info. ALL OF IT. I can't just say to you 'click these buttons and it'll work' I'm afraid. That guide tells you what each option does, you then need to decide what you want to do and do it.