As far as I am aware, this is not possible. To be able to play your podcast you either have to upload the audio file to the iPad using iTunes or, as I have done in the past, upload the audio file to the Apple cloud server MobileMe and use their iDisk facility. When the audio file is on iDisk you can then stream it to your iPad and play it from within the iPad's iDisk app (which you get when you subscribe to MobileMe). This saves you having to store the audio file on your iPad but does mean that you need to be on-line to play it.
Tim
Scotland