You must have an internet connection to stream media, be it audio or video.
Strictly speaking it does not matter whether the wireless (cellular, not WiFi) internet connection is made by your device itself or via a cellular access point (which could be through your smartphone, a dedicated device, or in some cases the automobile itself if it is equipped with a cellular access point and you have service on same).
Your data connection for the streaming is the cellular connection.
Your connection to your car's audio system could be either via bluetooth (if such is a feature of your system) or via wire.
Brian AKA Bri the Tech Guy (website in my user profile) - Windows 10 Home, 64-Bit, Version 1803, Build 17134
. . . the presumption of innocence, while essential in the legal realm, does not mean the elimination of common sense outside it. The willing suspension of disbelief has its limits, or should.
~ Ruth Marcus, November 10, 2017, in Washington Post article, Bannon is right: It’s no coincidence The Post broke the Moore story