You can listen to a Podcast directly on your computer by clicking on the Podcast links. It will play through the appropriate software, such as iTunes, Quicktime, Windows Media Player or any other software that will play an mp3.
To download the Podcast directly to your computer to play at a later time hold the Option key while Clicking (MAC) or Right Clicking (PC) on the link .
You can upload it to your iPod or mp3 player or so you can listen to it at your leisure or while you do other things like walking the dog or shopping.
You can subscribe to the Podcast, and get automatic notification when a new episode is available, through the RSS feed using appropriate software such as iTunes, which is available free for both Mac and Windows.
To Subscribe just click on the link and copy the URL then paste it into iTunes or other Podcast player.