As danramos already said, gPodder uses the built-in media player for playing back podcasts. So if the built-in media player supports output using the FM transmitter, gPodder supports it, too - at least when using the media player to play back episodes.

That said, from my experience of using an iPod mini with FM transmitter in a car back in 2007, if possible, use a cassette adapter or some kind of line-in and plug it into the headphone jack. Much better quality in my opinion. Might not matter for spoken podcasts, though.