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Your question is too vague, I'm not clear if you mean podcast as in episode, or podcast as in a separate series of episodes in a podcast channel or category.
Assuming you mean episode, you want each episode in a separate post for syndication purposes. Putting all of the media files in one post will not work as far as distributing through your podcast feed.
You can use the PowerPress shortcode to insert a player in your posts/pages, at that point you can insert as many different episodes as you want when linking to the media file. for example in one page/post you can insert...
Most of your listeners/viewers come from your feed syndicating, so you still have to do 1 post for 1 episode, otherwise you will forf