Is there any way I can listen to radio broadcasts that were broadcasted just after WW2 ended? If possible the first one that states the war has ended.

Well for The UK the VE Day announcement was recorded and here it is. http://www.youtube.com/watch?v=lq-zjE1yfDM

Now keep in mind that obviously people already knew before this announcement as it was an open secret nobody could keep it quiet and it spread like wildfire throughout the world that Germany had surrendered

So a better thing to get what I think you want which is the media reaction to the event some of the newspapers could be of note. Here is the front page of my cities newspaper for VE Day as well as VJ Day.

http://trove.nla.gov.au/ndp/del/article/1091468/30851?zoomLevel=3

http://trove.nla.gov.au/ndp/del/page/32775?zoomLevel=3&searchTerm=VJ%20Day&searchLimits=l-title=13|||l-decade=194|||l-year=1945