Part of the process is with Proclaim and part with Apple Podcasts. 
1. Create a new podcast under the admin menu Podcasts and click New in upper left
2. Most of the information is pretty obvious - but the important one is the File.
See how I've named mine CalvaryChapelNewberg.xml? When you are done and save this - this will be the filename on your server's root. 
3. Go into a study or media file and if you edit that media file you can now add that file to the podcast you created and named. 
4. The next step is to follow the instructions that Apple provides on how to create a podcast. https://itunespartner.apple.com/podcasts/ and specifically https://help.apple.com/itc/podcasts_connect/#/itca5b22233a
The key will be to enter the url of your RSS file (that's the xml file I referenced earlier). So it would be https://YourMainURL/YourPodcastFileName.xml