If you connect your device you can set the options for syncing podcasts.
However, there is one big problem, unless I'm missing something. Playlists are in the music option, so you can't make playlists that include podcasts. I make a playlist for my car that includes only podcasts. That's how the iPod interface in my car works. It has to be a playlist. If there is a workaround for this that someone has figured out, please post it.
I am talking about automatic iCloud syncing of all my podcasts like on iOS..
If i add a podcast to my iphone - it shows up automatically on my ipad - and vice-versa...
they are always in sync automatically via icloud in the Podcasts app.
If you ctrl click on the podcast you can add it to any playlist or create a new one. That what your looking for?