Sure thing! Usually a player will ask you for your Media file URL. This is a direct link to your media file for download.
An easy way to get the file is to go to the episode in your Buzzsprout site,
Click on your Buzzsprout Website URL
Go to a specific episode
Copy the URL and add .mp3 to the end of it.
In the example above, the url is “www.buzzsprout.com/47539/401619-3-why-start-a-podcast”
This would be the direct download: www.buzzsprout.com/47539/401619-3-why-start-a-podcast.mp3
Note: This is just one way to get your media url, it's also given in your “Episode is Live” email: as well as the “Edit” page of your episode: