In nearly every podcast review I write, I use the word 'feed', assuming you understand what that is and what you need it for. Here I want to briefly explain 'feed', just in case, for anyone who could use it.
The feed to a podcast is a link through which you can subscribe to the podcast. It is not the same as a link to the podcast's website or to the podcast's audio files. It is a link to an especially coded list of the audio files. The code of this list can be read by your reader (like Google Reader) or your podcatcher (like iTunes). This list is updated whenever a new episode of the podcast comes out. When you are subscribed, your podcatcher will download that new file for you, without you having to go and look for it. (For instructions how to subscribe read my instruction how to subscribe to podcasts.)
For this reason, whenever I write about a podcast I give the link to its website and between brackets to the (feed), in order to quickly allow you to copy that feed's link and subscribe. In case I did not give the feed's link, click through to the website and over there you will find the link to the feed. Or else, you could search with the name of the podcast in iTunes's directory and find it there.
The code that is used in the feed is called RSS. I have also written more extensively about RSS (What is RSS - Read Anne is a Man automatically), but in short it is this. RSS is a push technology that pushes new web content to anyone who has subscribed to it. It is used more widely than podcasts. Also websites such as my blog use RSS, but wherever RSS is used, it works always the same. The user takes a subscription by using the feed.
More basic instructions:
Listen on line,
Download audio files,
Put feeds in iTunes,
What is podcasting in 3 minutes,
Video explaining RSS.