The tiny question is:
How to start (realplayer ?) playing given online resourse (e.g. http://example.com/file.mp3)
PyS60, C++ or C# via RedFiveLabs would do.
EDIT1: Title changed from "Start RealPlayer on symbian" to the more appropriate.
I think the title is a little misleading if you just want to play back media content and not use a particular application for it.
In C++ there is CMdaAudioPlayerUtility::OpenUrlL() but it's not widely implemented. For example in S60 it will complete with KErrNotSupported status. To play files you can use other open functions in CMdaAudioPlayerUtility such as OpenFileL() or OpenDesL() but you need a separate mechanism for retrieving the files or at least the bytes onto the device.
There is also CVideoPlayerUtility::OpenUrlL() which supports rtsp audio streams but not http.