Your queue is a quick way to pick a bunch of episodes, have them automatically downloaded for you and then if you choose, decide the order in which you hear them. You'll see a queue button on each episode, it's the button between play and download with the + and three stacked lines. You access your queue by tapping on the podcast artwork between the Home and Explore icons at the bottom of the screen.
The images below are shown from our iOS app, but it'll look pretty similar to this on Android.
Adding an episode to your queue
Tap the podcast artwork to see your queue
This is your queue, tap and hold episodes to change their order