using something like Cloudfront to distribute a podcast is overkill if you are just starting out
you can just upload the file(s) into WordPress and use that as your distribution method
though I will say if you want to move to a CDN at some point, it is better to use a sub-domain like cdn.example.com and then set up a vhost on your web server (simplifies uploading too, you can just use something like SFTP), this makes the transition process easier