Should you wish to download several radio programme files from the iplayer with one command using youtube-dl, (free command line software) the following will work - leave a space between each programme url!

youtube-dl https://www.bbc.co.uk/programmes/b09yxh8t https://www.bbc.co.uk/programmes/b09yxh90 https://www.bbc.co.uk/programmes/b09zgzlg https://www.bbc.co.uk/programmes/b09zgyt9