Listen to the podcast as often as needed to understand it all and to tune your ear.
Listen to the podcast and read the transcription. Repeat until the transcription is no longer needed.
Look up the words you don’t know and make a note of them, in an organised way. I have lots of students who carry notebooks of vocabulary to class but can never find the actual word they are looking for because they are just random lists of words. Make your own categories and note new words there.