The easiest way to subscribe to a podcast is locate it in a directory. There will normally be a link with the URL of the feed. This is like any other link but your podcatcher, iTunes in this case, knows how to read the text file stored there to access the individual episodes and download or stream them for you. If you know the name of the podcast, and it is registered with iTunes you can go into the podcasts section of your iTunes library, click iTunes Store, then use the search box at the top right. If you have the full URL for the podcast you can use File > Subscribe to Podcast..., or you can use a link on the providers web site.
Using the iTunes directory is usually the easiest way.

Click on the link for the podcast (4) to open the next screen,

and either subscribe (5) or download individual episodes without subscribing (6).
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