Plex keeps track of which episodes are played/unplayed and also duration for partially played episodes.
For Gilligan’s Island, if I click on episode 5, Plex plays that episode, even though episode 5 is in the middle of the physical file on my server. It also keeps track of progress just as if the episode was an individual file.
After playing episode 5, Plex proceeds to episode 6, whether or not it is marked as played. However, Plex does this even if episodes are in individual files.
Note that I’m testing this with Plex Web and Plex Media Player. Other clients may behave differently.
You can always split the files into individual episodes. Many TV shows in multi-episode format have chapter markers to denote individual episodes, which makes it easy to pick the location when dividing such files.
Edit: The example in the below forum post shows splitting based on timecodes. You can also pick Before chapters from the pull-down menu for Split mode. The enter All in the Chapter numbers box.