Hi, welcome to the forum!
You will at least have to subscribe through MusicBee if it's something you're still following. If you can re-download the episodes that will definitely be easiest for management, but once the subscription
exists you can drag files to it. MusicBee doesn't always figure out which episode they match up to, though.
If you have podcasts that aren't active subscriptions, you'll probably find it easier to manage them in audiobooks.