I don't believe you can add FM Radio (received off the air) to the iPod Touch. You can, however, access a large number of FM Stations around the country that stream on AOL Radio, which comes already...
No, but it does have pandora. Which is an internet radio.
No, it does not have any built in radios. There is always an app that you can download for radio,but it will require wifi.
No they don't. Some other music devices do though. Not sure which ones.
Yes, the iPod nano 5th generation has an FM radio.