On the screen which opens if you click Add New, has also an option called Upload. If use this method will be able to select the .zip-file on your computer and upload it. Installation process should start automatically after the upload.

One further more complicated method would be:
download the .zip file to your computer; unpack it; start a FTP client; connect to your hosting provider via the FTP client and upload the unzipped files to the folder /wp-content/plugins/podpress/. Afterwards open the Plugins Screen (or reload it) and activate the plugin.