KH doesn't have podcasts. But there are KH members who have podcasts, like Kemp and ItsJustMegan, and lots of other knitting podcasts to listen to.
But to listen to your ipod in the car, (anything from music to audiobooks to podcasts), you'll need some sort of adapter.
If you have an auxiliary (AUX or MP3) input jack, you can just buy this kind of cable
that looks like a headphone plug, but it's the same on both ends. This is the easiest and most inexpensive way to listen to your ipod in your car, but very few car stereos have this input jack already. Sometimes you can buy an AUX adapter kit for your car or your radio, but will need someone qualified to install it for you. More and more new cars are already coming with them though, so if you have a newer model car, you might get lucky. Or if you're in the market for a new car stereo, buy one with this input jack.
If you have a cassette player in your radio, you can get a cassette adapter, like this
. This is also easy and inexpensive. Just insert it like a tape, plug the other end into your ipod and viola.
If you don't have either, and only have a CD player, you'll need an FM transmitter
. It's considerably more expensive, and the cheapest transmitters, while still a decent price tag, aren't always reliable and sometimes have crackling interference. A transmitter plugs into your ipod and transmits the sound to a radio frequency. You dial into that station on your radio and you can listen to your ipod through your radio.
You can also find bluetooth adapters for ipods if you want to go that route, but I don't know anything about them.
Or, yes, you can burn podcasts to a CD (but this kinda defeats the purpose of having an ipod, IMHO.) Create a new playlist in itunes and put the podcasts you want to burn in the playlist. Then right-click on the playlist name and select Burn Playlist to CD. I recommend using rewritable CDs for this since you usually only listen to a podcast once, then you can rewrite the CD with a new podcast.
Hope this helps!