During receiving or recording an FM broadcast, you can switch between the sound from the speaker and the sound from the headphones using the menu.
tab - “Audio Output,” and then press
.

or
to select “Headphones” or “Speaker,” and then press
.
STOP to exit the menu mode. You can select one of the menu items available.
Headphones:
The sound comes out from the headphones.
(Initial setting)
Speaker:
The sound comes out from the speaker(s).