It means after I complete one episode, I have to chose new game and play other episode? Got it
Yup, they're all basically standalone. While the first episode is my favorite, you haven't even gotten to "the good stuff"

Glad to see someone checking out DOOM, even though it's really old now. I recently started going through Quake, which is the one I missed back in the day, and it just doesn't seem to hold up as well as DOOM does. But I've basically had some form of DOOM installed and ready to play continuously since 1993, so I might be biased.
It is shorter than modern games though, it just used to be games didn't have to be 24 hours long.