1) If you want custom functionality, you can create a custom component by subclassing an existing JavaFX component. There's an example of subclassing Label in section 3 of Chapter 13 of the textbook . You might be able to subclass Slider, or perhaps Canvas.
2) If you just want a slider with a different look/skin, some of that can be accomplished using CSS styling. e.g. https://www.youtube.com/watch?v=wK1eiX4LCCw (however, that wouldn't let you change it drastically, to make it a knob instead or something like that.)
3) Finally, let me note that making the software look like a radio is a low priority, and having a knob is probably less functional for the user than a slider, because turning a knob with the mouse isn't a natural interaction, whereas turning a physical knob with your fingers is natural.
