To Set up a sleep Timer, you have two ways to do it through your app, one is to go to your settings (bottom right of your app).
Once in your settings, scroll down to Device Options where you can click on Set sleep timer, this will open an in-app clock to set up a timer, note that it is a minutes:seconds timer.
Once a Timer is set up, you can go back to it the same way you set it up, you will see the time remaining on the timer and you will also have the options to Edit timer or Cancel Timer if wanted:
The other way to set up a timer is to click on the Stations menu where you will see all the stations associated to the radio your are listening to:
If you then click on the three dots located at the right of each station ( ... ) you will have access to a menu:
Here you can click on Sleep timer that will open the clock to set up your sleep timer, you can go back on the timer the same way you activated it to either edit the timer or cancel the timer.