To embed a podcast on, simply copy the file URL into the post. Here is how to get the file URL on Podbean; then simply copy and paste it into your Wordpress post. Here are samples of what the podcast episode will look like (audio and video) on a blog.

You can also set your Podbean account up so that new episodes auto-publish to your Wordpress site. For self-hosted sites, you can customize the player; sites will have a simple play image which opens a new page to play the podcast.