For those that have never listened to the podcast you do not need anything special to listen just go to the link Charlie provided and there is a media player at the bottom of the post.
Podcasts are audio only, think of them as more like a radio show or interview.
If you want to be notified of future episodes that is when you need to use your phone or tablet, decide on a podcast app you want to use and then subscribe. We also provide links to many of those on the website. Pretty easy stuff.