When we talk about most forms of entertainment we usually use 'the'.
For example, we say:
'I am going to the cinema.'
'I was listening to the radio.'
'I like going to the theatre.'
When we are talking about television we usually omit 'the'.
'I like watching television.'
However, sometimes we do use 'the'.
'What's on the television this evening?' and 'What's on television this evening?' are both common.
When we talk about all the above forms of entertainment as professions or art forms, we usually omit 'the'. These are examples:
'Cinema and television are very different from each other.'
'She has a job in radio.'