1. Copy the link to the podcast feed. — On the detail page of each podcast listed in the directory you will see a link called a Podcast Feed. You can copy this link by right clicking on the link and selecting copy shortcut. Or you can click on the link and copy the link from the address bar on your browser.
2. Add link to iTunes — Open up iTunes and go to the Advanced menu located on the top left of iTunes. Within the Advanced menu, you will see Subscribe to Podcast as the third listing. Choose this option and a dialogue box will open up asking for a URL. Paste the link to your Podcast Feed into the dialogue box and click OK. You have now added this podcast to your subscribed podcasts.
This process should work to add any podcast feed to your iTunes. You may see podcast feeds also described as RSS feeds and XML feeds. These are often shown on sites with an orange button with RSS or XML on them. The two step process should work with these also.