Yes it's fairly straightforward. I use mine all over the house and in the back garden. If you buy a new radio the instructions will guide you through a first time set up and after that all you need to do is select "streaming" or whatever it's called on your radio and you will be presented with a display of the music that's on your pc.
Generally most devices need what's called a UPnP server on your computer, the most common one of those that most people will have is windows media player, so as long as you have windows media player 11 (or later) and your music collection has been imported into it then it's fairly straight forward.
(BTW... although it sounds obvious, keep in mind your computer will need to be switched on and set to not go to sleep if you want to play music from it)