If you host your own website (e.g., through a service like GoDaddy), it's very simple to add your embed code to a post.
Copy the code from the Player tab on your episode dashboard. Create a new post in Wordpress, and switch from the Visual to HTML tab on the editor. Paste your embed code where you'd like it to appear.
Wordpress.com hosted blogs
This section only applies to websites that are hosted through Wordpress.com, not WordPress blogs hosted on your own site. If you do not use Wordpress.com and instead host your own blog through a third party service, this section does not apply to you. If you're not sure, please contact Pinecast support.
Pinecast is not supported by Wordpress.com. Automattic only allows certain companies' embed codes to be added to posts on Wordpress.com, and they do not work with small businesses like Pinecast. We will continue trying to get Pinecast added as a supported embeddable player on hosted Wordpress websites.