Radio buttons are used to allow to user to select one option for a fixed list of possible options. They are most usefull when there is a small number of possible values for some setting, and that setting can only have one of those values.
Radio buttons are usually grouped in such a way that when one radio button is selected, all the other radio buttons in the group are deselected. See the WinXAddRadioButton function for more information on how this is acheived.
If you have registered the onCommand callback, it will be called with the id of the radio button as the id parameter and $$BN_CLICKED as the code.
You can get or set the check state of a radio button with the WinXButton_SetCheck and WinXButton_GetCheck functions.