This is very old, and I don't know which radio card you have(had), but it sounds like you connected to what looks like an external 1/8 plug on the radio card, possibly black in color. That is actually the antenna port. It uses a mono plug and wants 2 unshield wires one on tip and one on ring about 3 feet long. A cheap (poor shielding) pair of headphones can work if the antenna cable is missing.
An internal connection is made to the sound card using a cd audio style cable for the audio in this case. These usually have one I/O address line for controlling the radio, but it is looks like the software you are using abstracts that information for you.