Is it possible to install an FM Radio application to get local frequencies? Samsung Galaxy S10 has a built-in radio application. But it catches only USA and Canada frequencies. I do not live in USA nor in Canada. So is it possible to install an FM Radio application from Google PlayStore to get locale FM radio frequencies in my country ?
That really depends on if there is an app to stream stations from your country, unless you are talking about a real FM radio receiver function in the phone.

My s10e doesn't have an FM radio function, so the only way for me to get 'FM stations' is by streaming the station over the Internet with an app. I assume yours is the same. If not, read below. Carriers like to disable the FM radio to force you to use your data.

So if some company has built an app to stream stations like 'Iheartradio' in the US, then you can use it. Also, some US stations have websites that allow you to stream their station using a web browser. You might try that.

If you are talking about an actual FM rađio receiver app that uses 88Mhz to 108Mhz and your country doesn't use those frequencies, all I can tell you is you can try to find an app for your country. But if the radio in the phone is the US format, changing the app probably won't change the frequency capability of the hardware radio inside the phone.

As far as I know, the only areas that haven't switched to the 88-108Mhz band is Japan and Eastern Europe so Samsung may not make hardware specifically for your region.