Hi,
The lighning rods is a must for all outdoor electronic equipment. It can avoid the direcct damage from lighning.
In Radio system, you will have another issue on the low noise amplifier protection. The antenna is receiving the E&M signal from air. When the lighning happen, the antenna will induce a very strong, in radio system point of view, signal. It will burn out the first stage of the amplifier, low noise one, inside the receiver.
To avoid it happen, we can use the surge protectors and quarter wavelength stubs to protect it.
The surge protector contain a gas discharge tube. when the engergy induced from antenna is too high, the gas discharge tube will burn out and protect the circuit. the quarter wavelenght stub will short all the signal except the designed wavelength. The engergy will release to ground.
Generally speaking, the equipment supplier will build in their protector within the system. You need to worry on it when you are buiding your own radio system.
I hope it help.