How to create Pop Up for Radio Player

There are a number of audio player plugins to chose from. Even if a pop up version is not provided by the plugin, you can likely channel player output into your own pop up generated in JavaScript with window.open(). TBH, a true pop up like that could have issues due to security implemented after much pop up abuse. You might consider a modal player instead where the player is part of the main page and its visibility is managed by JS and CSS.