Most any bit of "random wire" should work for receiving FM (in quotes because "random wire" has specific meaning amongst some; in contrast to wire that has a specific length for the frequency). IOW, without having ever looked up the specifics, the two wires going to your ears act as a dipole antenna. Now, would a piece of wire cut specifically to receive FM frequencies do better? Certainly, back in the early days it was common to hook your new tube FM receiver to your TV antenna. That antenna was just a directional Yagi, and FM isn't very far away from TV (in fact, you can pick up TV channel 6 on FM if your receiver goes low enough). EDIT: after doing a bit of math, an optimal FM antenna would be around 36 inches or so. Take a set of headphones with about 18 inches on each side, and hey, you've got a pretty-close-to-optimal FM antenna. Could be coincidence, could be by-design, dunno.

In summary, yes, you could replicate this on a PC using a couple of pieces of wire you have rattling around your toolbox.