Any radio works, assuming you are talking about a cabbed 5740. It is far easier to pull the lid of the cab off to do it, but it is supposedly possible from the inside only (but I doubt it, based on what it took me to do it...). You will need to get the harness on ebay (or from a dealer) to connect to the existing harness in the roof of the cab, and then connect the antenna jack to the existing antenna cable.
If you don't have a cab, then ignore all of the above
Northern tool and others make a whole integrated radio / speaker overhead console unit to install. Would help if we knew what you were working with... Cab? Sunshade only?
Assuming cab like mine, it was plug in installation with a tough radio I bought from Best Buy. I did question the speaker connection, pulled a speaker to insure in my mind I interpreted the wires right - I had but reinstalling the speaker required removing the roof which I found out is very easy. So it was radio (garage sale unit will do), adapter cable from the dealer, and pop into place. Even the radio Kubota supplies requires the adapter cable. My M135GX already had the Kubota option installed but would sometimes lose connection. When I removed the radio to trouble shoot I found it used the same jumper harness I needed for my L5740 and whomever had made the installation had not pushed the plugs together hard enough. So the only thing special is the adapter harness.