Under "Options" menu, choose "Subscribe to Podcast..." option to get this dialog

Under “Options” menu, choose “Subscribe to Podcast…” option to get this dialog

Under “Options” menu, choose “Subscribe to Podcast…” option to get this dialog. Then type or paste in the url to the RSS feed for the Podcast you wish to add.

A feed with many existing episodes treated passively by iTunes
Agile Developer Practices - a Podcast Mashup