rtl-sdr.com

I have not got any idea of what you are trying to do but the fundamental fact is that you will not sample at much more than 2MHz from a RTL.
More than that requires a different SDR. Up to 30MHz and beyond is available but not quite so cheaply.
Alan

There is a lot of information on the very site, one page here https://www.rtl-sdr.com/rtl-sdr-quick-start-guide/
There are many software options for the RTL.
Alan

I do not know these.
But you are on the site of the well-known RTL V3 https://www.rtl-sdr.com/buy-rtl-sdr-dvb-t-dongles/
Alan

If your radio failed then ask for an exchange. SDR has been around for a long time but it hardly ever is really easy. Of course a seller will say it's easy. To be fair perhaps they have forgotten the hours they spent in the beginning. The reason is that you are expected to supply a computer and conf...

You only need the files, maybe on a USB stick. The computer does not need to be connected to the internet to run a SDR.
There is SDR software that runs on XP, HDSDR, a version of SDR# is available and an old version of SDR Console. OS is not critical for basic operation.
Alan

Try it.
I cannot remember anyone saying their computer is not good enough for a RTL dongle.
Alan

You did not say you were searching this group.
It is often best to use Google for this.
"HD Radio" rtl-sdr gives some results.
Alan

Did you search for "HD Radio" or HD Radio?
" " means include this.
Alan

Could be a USB problem.
Try other ports or even a hub.
Or maybe another USB device is conflicting. Experiment.
Alan

The SDR interface is a computer so you'd better learn:-)
What software? Presumably you have selected the correct output.
Then it's a matter of looking at the system sound settings (Windows?).
Alan