You can, but it's a bit annoying so I don't bother. I just "tune in" via installed apps because it is easier and I don't usually have a problem finding content I want to listen to that way.
I do the same thing. I just plug my smartphone into either computer speakers or my Altec Lansing dock. Does the job quite well and I can move it around easily.
What I meant was, on the Logitech Squeezebox I install the apps since I find entering streaming URLs directly into the box cumbersome.
Docking a smartphone into speakers is similar in concept and experience to using the Squeezebox (probably better, since the phones are a lot more universal and an app. for virtually everything is available for them), and in fact is my next move once the Squeezebox gets old.