As already described in Podcast VS Blog article, shows represent regular WordPress categories consisted of your audio posts (episodes). When you visit the show archive, it will list all your episodes that belong to that specific show.
To manage the appearance of shows, go to Appearance -> Customize -> Theme Options -> Podcast -> Single Show (podcast category).
Show display settings
The same as for single posts and episodes, you have the options to change display settings for each show separately, if you need a different layout for different shows. In your admin panel, go to Posts -> Categories to access the separate options per each category which represents a show.
Here’s an example:
Show featured images
One of the additional features is the ability to choose a featured image for each category which may be shown in specific category layouts. There is a simple option provided for each category on its edit screen: