Go to your podcast in Apple Podcasts by searching for it, or from Podcasts Connect.
Right click on your show (this can also be used for a specific episode) and select 'copy link'.
Then, once you have the show's Apple Podcasts link copied, go to your Playlist > Details > Podcast Directories > paste in your link to the field shown below.
And just hit Save changes when you're done!
Using Apple Linkmaker
Search for your podcast.
Find your podcast in the Podcasts section of results.
Copy the direct link at the bottom of the page. Or, select a specific episode. You can create Apple Podcasts embed players there as well.