To be able to upload your own audio files you need to first enabled the self-hosted option:
- From your dashboard browse to ‘Appearance‘ > ‘Customize‘ or from any pages click on ‘Customize‘ in the top bar
- Browse to ‘Blog & Podcast‘ > ‘Player and Podcast option‘
- Select Self-hosted in the ‘Where do you host your episodes‘ field
- Click ‘Publish‘
Check this article to learn how to upload your episodes