The version for the computer has it and you can even download it for free!
There's a pinned topic with information about it, if youve got it installed,
search for a place like... C:\Program Files\Rockstar Games\GTA2\data
In the data folder, look for "GTAudio", in that map are the radio stuff. Even title music and such.
I dont know another way to get it, you can once you got it, sort of copy out the music, maybe. If you got any music edit program or something.