how do I burn a CD from a podcast

I've never burned podcasts to disc, but you can do it through a playlist. I assume you want to create an audio CD that can be played in a regular CD player (like a music CD), and not a data disc.

Create a new playlist in your iTunes library, and name it as desired. Drag the podcast episodes you want to burn to the playlist, and put them in the desired order. The order on the playlist will be the track order on the CD.

With the playlist selected in the sidebar, right click on it and select Burn Playlist to Disc, or from the menu bar

File -> Burn Playlist to Disc

A window appears to set up and initiate the burn. If you don't want a regular audio CD, you can select one of the other choices in this window.

I tried this and it works. Just be sure to "save" each podcast before you move to the playlist and burn.