Connect your phone to your PC via the USB cable, open the Zune software, and then click Marketplace.
Click Podcasts.
Browse to find the podcast you want to copy to your phone.
Do one of the following:
Click Subscribe to download three episodes.
Click Download to download individual episodes.
After a podcast is downloaded to your computer, browse to find it in your collection, and then drag it to the phone icon to copy it to your phone.