The German international started as a lone striker in the Gunners' 0-0 draw with Sunderland on the opening day of the season and played 63 minutes on his Premier League debut.
The former FC Koln captain has been utilised by club and country on the left wing in recent years, but Wenger has made it clear that he wants to play Podolski through the middle.
"I see him as a centre forward but he has some work to do, to change his game a little bit, make runs in behind to protect the ball and move around the box," Wenger told the club's official website.
"When you come from a wide position, it is not easy to do that. But he will get there. He is a fantastic finisher, but had no real opportunity [against Sunderland].
"I will have to watch the game again and see what he did when we had the ball. I will have to study it."
Next up for Arsenal is a visit to Stoke City on Sunday.