There are MANY ways to listen to a podcast
On your iPHONE or ipad
The purple podcast app comes installed on newer devices. If you do not have it you get it from the App Store. In the Podcasts App use the purple magnifying glass to search by typing the Title of the episode you are searching for. Now you can download the episode (press the cloud with the purple arrow icon) and listen to it on-the-go anywhere even without an internet connection.
ON YOUR ANDROID PHONES OR TABLET
For Android phones and tablets, try the Stitcher app. You can find it at Google Play. Search for the Episode using the magnifying glass. Once you located your selection you can hit the blue circle with the arrow to play OR touch the "LISTEN LATER" and the episode will automatically download. Now you can listen to the episode on-the-go anywhere even without an internet connection.