iPhone 4 iOS 6 MacBook Air OS X 10.8.2 iCloud iTunes syncing Help

I am new to Apple products.  I just purchased a MacBook Air and an iPhone 4.  I am a registered iTunes and iCloud user. I am a news junky and subscribe to several news and politics podcasts.  I cannot figure out how to synchronize the two devices.  My phone does not show up in the iTunes column on the left.

My goal: to have my podcasts show-up on both devices and both devices know where I left-off in listening to a podcast.  So that I can go back and forth between devices (home and travel) and start and stop where I left-off on any podcast seamlessly.

I am completely confused between iCloud and iTunes and synchronizing.  Apple tutorials are vague or only for the knowledgeable to begin with...

Any help would be greatly appreciated...