Any station can be added to Siri so it can be started by saying a phrase like "Play WKRP". This feature is only available on iOS.
 

You configure the action using the station's info view on the platform you're using, start by selecting a station to play it. Then tap on the Info button in the upper-right corner of the screen.
 

From the station info screen, tap on the "Add Station to Siri" and a new shortcut will be added. You can edit the shortcut in the Shortcuts app, if needed.