First of all, you need to make sure that you install AA battery in your Sony SRF-59 Radio Walkman. For that purpose, visit a nearby store and ask the storekeeper about the AA battery. Never go for low quality batteries, otherwise your Sony SRF-59 Radio Walkman will start losing power soon.
Take AA battery and install it in the battery compartment at the back of the radio. To open the battery compartment, you will have to slide the cover on its top, and take it off.
Insert the battery, matching the positive and negative ends as mentioned on the battery compartment and the battery. Place the cover back on the battery compartment and slide it in.
Take out your headphones that came with your Sony SRF-59 Radio Walkman, and attach them to the unit.
Now you need to press the power button on your Sony SRF-59 Radio Walkman to turn the power on.
Select the mode that you want to use to search for different channels available. You can select either AM or FM, depending on the channel that you plan to listen to.
Use the Tune function to select the radio station of your choice. Also, adjust the volume using the volume button to a comfortable listening level.