If you have a website like MikesFoodAdventure.com and would like to have your podcasts link to this domain instead of play.PodcastKeeper.com you can set up a custom domain.
Using a custom domain is not recommended because it will not support https which removes privacy from your listeners. Google has a great explanation of why this is important for all internet users.
Having a custom domain might not matter because most of your listeners are likely to find you through iTunes or Overcast type apps. These will automatically follow links that your users will never see. Listeners who click links on the internet will also not see the URL and just gain the benefits of added privacy. How To Setup A Custom Domain Google has a description on how to use cname forwarding to on dozens of domain name hosts.
For quick reference you can forward a subdomain like podcasts.MikesFoodAdventure.com using cname forwarding on your host.
You can set the www.yourdomain.com to play podcasts using the following: