Checkboxes may be switched independently of each other, while radio buttons are part of a group where only one may be active at a time.
Suppose you open a new application and see something like this:
Try clicking on these radio buttons. You should find that this “application” can walk, and it can chew gum, but not both at the same time.
What if you later upgrade to version 2.0 of the same application, and see this: