Streaming audio (radiostation)

I am writing down a research based on protocols used for audio streaming.
I've noticed that TCP and HTTP protocols are used, but i cant figure out how are they implemented?

Based on those two statements, I suggest you should first try improve your knowledge about network protocols by reading the classic book, before trying to understand how audio streaming works, because there are some other protocols involved with audio streaming as well as some HTTP techniques.

http://www.amazon.com/TCP-Illustrated-Vol-Addison-Wesley-Professional/dp/0201633469

Regarding audio streaming and your question

Also where can i find which coding is being used?

Well, there are so many ways to stream media (audio and/or video), so there is no simple answer to your question, as it depends on the streaming method used.

Here is a first overview about streaming media in general

http://en.wikipedia.org/wiki/Streaming_media

Please use that as a starting point to your understanding of streaming media. Then, if you have any specific questions regarding a certain methods, you are welcome to ask detailed questions.

Regards
Kurt