If you're running iOS 7 on your iPhone or iPad, iTunes Radio comes bundled right in the Music app. While you can always listen to the stations Apple is currently featuring, you can also create your own based on any genre, album, or track you'd like.
That's all there is to it. iTunes Radio will automatically start playing songs based on your criteria. The station will also appear under your My Stations section so you can always go back and listen to that station again whenever you'd like without creating it again.