You can then filter the podcasts by category using the upper drop down menu.
The problem is that you may want to customize the podcast default category or even attach multiple categories for a single podcast.
In order to do so, long press on a podcast and select 'Custom Settings'. Then press on the 'Edit Category'.
Now you can delete the default category, rename it or add as many new categories as you want using the Toolbar + button.
Don't forget to validate using the OK button.
Finally, you can manage the list of existing categories in the app Settings/Lists/Categories menu.