No. Turning a radio on is an instantaneous act. There is no process of "turning it on" (and we'll avoid referencing the sexual aspect of getting turned on). You press the button, and it's on. You press the button again and it's off. There is no progressive aspect to turning on a radio.
Now, let's say it's a complicated piece of machinery that requires 10 steps, some of which take some time to complete before you move on to the next. Then you could say "Yes, I'm in the process of turning on the thingamajig." But once it's on, it's on. .