If you select, say, a podcast on Sounds, you can subscribe to it. That tells the App that you want to have a quick reference to all episodes of the podcast whenever you login. So you open the App and see all the available episodes of your subscribed podcast that you can listen to.
Then you have a choice. You can stream the podcast to your device and listen to it as it is 'played' to you. This takes up temporary storage on your device but does not persist when you close the App. You can resume playing when you open the App again, it will know where you left off. The alternative is that you download the episode of the podcast to your device. This means that the data are written to your device and they will take up storage. However, the podcast can be listened to even if there is no WiFi signal, it has been written onto your device, it is available offline.
When I checked my Sounds App earlier, I could see the individual episodes available and play (stream) them online. I then downloaded one of them. When I opened the download, I was able to play it but also had the opportunity to delete it, the menu for this drops down when you press the 'More' button - three white dots in a solid black circle (see photo).
You can check how much storage space individual Apps are taking up in the settings on your device.
I hope you don't mind this long-winded explanation but I'm not sure that you realise that you only need to delete downloaded episodes to save storage and that you can only delete downloaded episodes from your device.