How do I download podcasts from the iTunes site to my iPod?

I am feeling pretty stupid about this. There is probably some eight year old in the vicinity who could show me how, but I don’t know any of them.

I have the iPod hooked to my computer’s USB port. I downloaded and fired up the iTunes application and found a list of podcasts I would like to download. I don’t see anything on the screen about downloading. There is a Get button on the right that has options for copying to Facebook, Twitter and for copying the site’s URL.

They explained to me how to do this at the Apple store and it seemed simple enough. I know it is a two step process. First download and then copy to the iPod. Could someone please walk me through the process?