On Spotify you can follow all the podcast programs you want, but it must be recognized that sometimes only one to two specific episodes attract your attention. Taking this dynamic into account, the app adds a new function that allows you to select and save only the episodes of interest in the library.
Just as today you can save a song in your library without marking the entire album or artist, so you can mark an episode as a favorite, without marking the entire podcast program.
How to save the episode of interest?
Select the + (plus) image that will be next to the download image. At that time the episode will be saved in the "Podcasts" section under "Episodes: Your episodes".
Regarding the rest of the functionality that Spotify has for podcasts, these remain in force, such as the possibility of listening to episodes offline, downloading, setting a timer, among more options.