Hi, how does player continue with their game to the next episode after completing the previous one? I have just completed episode 1 and I am taken to a screen of game credits but can't continue past this point. Surely they don't mean for us to start a new game every time we finish an episode/act. Surely..

They surely mean exactly what you wrote above. Start a new game and select a new episode every time you have finished a previous one. There is no continuity in this game just like in the first DOOM.