drmanuel, the RewriteRule you have is an example. To answer the question, it is “right” as an example, but more than likely “wrong” for your specific usage.
To be more specific, you need to be able to create an .htaccess file in the folder where your current feed.xml is located. What ever https://podcastgen.radiomaria.org/~podcast.ara.radiomaria.org/ translates to in your web server’s local path.
Just a shot in the dark at a .htaccess file that may work:
RewriteEngine on
RewriteBase /~podcast.ara.radiomaria.org/
RewriteRule ^feed\.xml https://www.radiomariam.org/feed/podcast/ [L,R=301]
You have to test this to confirm it works. You know it works when you can enter https://podcastgen.radiomaria.org/~podcast.ara.radiomaria.org/feed.xml in your web browser, hit enter, and the final address in the address bar ends up with https://www.radiomariam.org/feed/podcast/.
Just a word of caution, the ~ in the current URL may indicate that there are “user account” based websites. This makes things a bit more complicated. I would contact whom ever administers this server for help. Anyone who can setup user based websites should know quite well how to create an .htaccess file with an appropriate 301 redirect.