To listen to FM commercial radio broadcast audio on a scanner; the scanner must be able to receive it. Most scanners cannot receive it, but some can; the Uniden BR330T shown in that video is one of the models that can.
It is only useful in certain circumstances anyways. I have two scanners that can receive FM radio (Uniden BCD396XT and BCD996XT). You can listen to talk radio or news ok, but the audio quality is pretty poor if you tried to listen to any form of music on it.
The BR330T in that youtube video has access to the 88-108mhz FM radio band; although I'm not sure why the guy in the video had audio the kept cutting out, that wasn't normal. The radios in your signature do not. Radio Shack radios are famous for going 29-54 and then starting again at 108-136 Some models can cover more than others such as 25-54, and some can even do the FM radio on 88-108. He could also have been picking up someone's wireless surround sound speakers from another house nearby, or wireless headphones as well.
I have always thought that 88-108 MHz should be included in all scanners, in case of local or regional emergency, listening both to public safety AND FM radio could prove very useful.
Having been a scanner listener for many years, I have to ask WHY would you want to? Too many cheap FM/AM radios out there to want to use an expensive scanner for FM radio.
That came in handy when I used to live in Atlanta and still wanted to listen to the traffic guys normally on AM stations and listen to my iPod or FM radio at the same time. Most of the FM stations wouldn't update traffic but maybe every 20-30 minutes, which was pretty useless around there. Even better was when I found out what UHF frequency the traffic patrol guys used to relay back to the station and chat between each other.
To properly receive FM broadcast the receiver must have a completely different receive filter system installed which instead of a, say, nominal 15 kHz wide path provides a path that is on the order of 200 khz wide, which is the way FM is transmitted for broadcast. Obviously this costs more money to provide which is why less expensive radios are not manufactured with the FM broadcast capability.