I checked with my Spanish colleagues today.
They showed me on a smartphone and this is as much as I can remember.
By searching on radio Espana (i think), a page came up with a load of different providers (radio companies) on tiles. Apparently they all stream live. When we clicked/pressed/whatever on one of them, it went live. If I gathered correctly, most of them also offer catch-up type services.
Regarding films, apparently the trick is to already know the name
of the one you want, and then to search for it. I guess that the documentaries will be on the live radio channels.
I hope that this will help.