To my knowledge, you cannot. And even if you could, the results would not be what you expect. The way Plex handles multi-episode files is a bit strange; when you play any episode in the file, it starts from the beginning, not the episode offset. You can still play from where you left off, but if you were to, for example, tell it to play episode 5 from the beginning, it would start from the beginning of the file (episode 1).
Your experience would likely be better if you were to split the episodes using this How-To:
