You can use any podcast player you would like, but you should check to be sure they follow industry standards as specified below:

To comply with industry standards, any podcast player you use should not preload or auto-play. This can skew measurements and is considered bad practice in the podcast industry. All Podbean players are designed not to preload or autoplay, so they meet the accepted practices.

Podbean provides customizable embeddable players for you to use at no cost. You can read more about Podbean’s players and options here.