SDR hardware is the general-purpose "computer"
The Analogy: A Computer vs. A Typewriter
This is the perfect analogy to understand the difference between traditional radio and software-defined radio:
Traditional Radio is like a Typewriter: A typewriter is a dedicated hardware device. Its function is fixed at the factory - you can only type text. To "change" it to a calculator, you would have to physically rewire and rebuild it, which is practically impossible.
Software-Defined Radio is like a Computer: A computer is a general-purpose hardware device. Its function is defined by the software you run. You can open a word processor to type text, a calculator app to do math, or a media player to watch a video. You change its function instantly by changing the software.
The SDR hardware is the general-purpose "computer," and the programs you run (e.g., GNU Radio) are the "software" that defines the radio's personality.