The radio signal is a radio station broadcast in the Mojave Wasteland. It is acquired automatically upon loading a Fallout: New Vegas game after downloading the Lonesome Road add-on and leads to the canyon wreckage.
“Your Pip-Boy has received a signal - coordinates that lead to the Canyon Wreckage west of Primm. Following the coordinates are the words "Courier Six" It's signed, "Ulysses."”