Radio buttons appear a lot in Windows applications. They are used when you have to make a choice. For example you may be asked to select which of the following age groups are you in: -
Under 18
19-30
31-40
41-50
over 50
Each option may have a circle by it if you click inside the circle it becomes selected ie goes from white to black. If you select a second option the first one becomes deselected - you can select only one from the list. Try the example below.

Select your age group
.