Adding a list of podcasts to a page (not a post)

I am a novice to Word Press and not a coder. I am trying to add a menu item (page that lists podcasts with the specific topic of cancer. I do not want to include podcasts in a post but rather a page. My web site is https://www.cancerinformationcenter.co (note the suffix is .co not .com). I am trying to use WP RSS Aggregator. I am attempting to access the following: https://www.cancer.net/multimedia/podcasts/podcasts.xml. If I access this url with my computer’s podcast reader it works fine. When I try to use WP RSS Aggregator it down load RSS feeds that aren’t pod casts. Do I have to include an audio and video player in WordPress and if so which should I use.

https://www.ads-software.com/extend/plugins/wp-rss-aggregator/