You need to enable "Podcast Channels" feature, then edit /create podcast channels, which you can then associate to specific post types.
I don't follow what you want to do with custom taxonomies. You can add blubrry podcast channels to custom post types, as long as they are of type "post". Custom taxonomies are meant for storing and organizing specific data, where-as podcasting is simply an extension to blogging and is treated as post_meta data. Specifically, WordPress established 'enclosure' as the post_meta data specifically for podcasting.
By the way, the default podcast channel should only be configured either for all post types of type post or specifically to the post type posts. This is because of the WordPress established "enclosure" field for post_meta.