And that's all there is to it, really. Once you've gotten used to the Podcasts app and the whole idea of listening to podcasts, you can of course customize the experience. Go the Settings app and scroll down to the Podcasts to set up things like syncing podcasts with other Apple devices, refresh schedules, and whether or not you want to use cellular data to get your podcasts.
As I say, the Podcasts apps isn't perfect. In fact, Macworld editors generally prefer alternatives available on the App Store. Instacast and Downcast are particularly popular, but there are others you can explore if you wish. One advantage of those non-Apple apps: They make it simpler to subscribe to podcasts that aren't in the iTunes Store--and, yes, there are plenty of those.
Note that, if you're interested only in the podcast from a particular source, there may be a dedicated app for it. For example, public radio's This American Life--one of the most popular podcasts--has its own iOS app. So if you're just interested in that show or another particularly popular one, check the App Store and see if there's an app just for that.
That should be enough to get you started. This is Dan Miller, Editor at Macworld, wishing you happy--and entertaining--trails.
Sign up for CIO Asia eNewsletters.