Audiobooks and podcasts onto Shokz openswim

I'm trying to download audible books and/or podcasts onto my new Shokz openswim. I was assured by the sales assistant when I bought them that this was possible but I am struggling to do either. Can anyone help? Do I need to convert the files to the MP3 format? It's not simply as case of drag and drop (as told to me when I bought them). Thanks!