If you want to include a podcast with your Radio3 feed, this is what you do.
Paste the URL of the media file in the enclosure section of the Radio user interface. Screen shot.
Publish the item.
That's it. Radio3 will automatically figure out how big the enclosure is and what its type is and include it in the feed.
When the item shows up in the history table, there will be a headphone icon next to the other icons. It links to the media file.
Note that the enclosure link will not be sent to Twitter, Facebook or WordPress. If you want the link to be sent, repeat it in the link field of the Radio3 user interface.