The App is not avaiable from the Play Store, you can download it from the link above. As such you need to grant permission to install unknown apps.

Troubleshooting Installation:
Step 1
If installation is blocked, go to your Settings.
Step 2
Enable 'Allow installation of apps from sources other than the Play Store'.
Step 3
Go to your browser and re-download app again.

Authentication for the Stream:
Step 1
Press the play button, then press the three horizontial dots, type in the user and password for the stream.
Step 2
The stream requires a username and password. You can obtain this by contacting the station.