Yep...
http://forums.windowscentral.com/windows-phone-8/237763-2.htm#post2148496
The phone speaker is toggled thru the Radio App controls (tap on station # or radio dial) to bring up options: 'pin to start', settings,
switch to headset/speaker'...so yes, the OP's antenna would work and allow you to listen thru the phone speaker. But ANY plug-in will work...I use a spare 'line out'(double male plug) to work in providing for antenna purposes to enable the Radio.
O/T ... I also use the line-out to connect thru my PC speakers to listen to both the Radio as well as phone music files.
*bonus* when using as a line out thru the PC speakers to play phone music files ...
if ... you have 'Beats Audio' on your phone, you now can hear the Beats Audio thru your PC speakers. The phone Radio does
not play the Beats Audio.(even tho enabled in settings) either thru the phone speaker or the PC speaker output. So no Radio Beats Audio, but you can listen to your phone music files in Beats Audio if desired. Now listening to radio audio files rather than just direct from your PC seems a needless roundabout , but it's there if you want/need it for whatever reason (eg music file on phone but not on PC, want phone music playlist running etc). Just another option. HTC 8X in use here.