You enjoy your favorite podcasts in Pocket Casts and you can also add your favorite audio and video files, so you can experience everything in one place.
In the Web Player you can view files by clicking on Files in the sidebar menu, or using the direct link for Uploaded Files: https://pocketcasts.com/uploaded-files
Mouse over the file’s title to view more options including: Play next, Play last, Mark as played, Edit, Download file, and Delete.

These pages will guide you through basics of file support: