If you use Android, do not use any of the app-specific buttons; simply use the ‘Android’ button. Android will help you choose your preferred podcast player (frankly, this is a much better approach than iOS!).

You do need to have a 3rd-party podcast player installed; Pocket Casts and Podcast Addict are two good options. Google Podcasts, Spotify, and Stitcher do not work as they do not support the open podcast ecosystem.