In this case, it is a device to receive radio signals from radio stations either digitally or via one of the frequency bands used for radio broadcasting.
Given that the digital distribution has taken over more and more, the classical radio has to some extent, played its part. Most radio stations can be listened to over the internet. However, having a radio that can receive classic radio signals (either analogue or digital) can still be a good thing, as the digital infrastructure can fail, for example, in hard-to-reach areas without coverage or in the event of war and disaster.
A pure digital radio receives so-called DAB signals. It is not about online distribution but about terrestrial digital radio according to the world standards that exist. An analogue radio receives analogue transmissions via classic radio frequency bands, such as the FM network.
It depends on what you mean by future-proof. If you want to be able to receive DAB broadcasts, the radio should, of course, have support for it. DAB is not very developed in in many places but is likely to take over completely in time. But being future-proof can also mean being ready for all events, and then a combination of both DAB and FM receivers makes sense. If you also want to be able to access broadcasts over the internet, the radio should, of course, have support for streaming over the internet. Internet radio can be nice since there is a huge amount of stations from all over the world that will become available then.