Plex Documentation → Your Media
See the Multiple Episodes in a Singe File section of Naming & Organizing Your TV Show Files.
You may want to split the file into individual episodes. As mentioned in the documentation, multi-episode files appear as individual episodes in the Plex app, but playing any of the episodes will play the full file (i.e. if you pick episode 3, it starts with episode 1).
Many multi-episode files have chapter markers denoting each episode. This makes it easy to split the file into individual episodes. See [HowTo]: splitting multi-episode files with MKVtoolnix GUI .
MKVToolNix Multiplexer tool; Output tab:
