You have to use a hosting platform, to not only store your episodes, but also make them available through an RSS feed (which is a online catalog of your episodes). It's a good idea to have a website to direct people to the episodes and to learn more about you and your podcast. Free website options are available, such as Google Sites.
You'll want to investigate cost, ease of use, and file storage. It's a bonus if the hosting platform integrates with your recording and editing software.