LinuxMCE includes SlimServer - software which is needed to distribute audio to many client - Squeezeboxes. The integration Sqeezebox with LinuxMCE is pure. It just allows to play the music from the core but it cannot offer to listen internet radio.
The installation procedure in LunuxMCE is pretty simple. Just connect Sqeezebox to the internal network and it'll be detected by LinuxMCE. You need assign it to the some room where is no any audio/video device (such media director, for example). After that SilmServer will be installed and run. So, when you choose the room where Sqeezebox was added, go to Audio and press some song to play it will be streamed to the Squeezebox. So, it's completely transparent for users.