Well the following is a list of the Episodes and the chapters in each episode.
When Episode I chapter 3 is completed there is no option to return to the menu. Similarly with Episode II chapter 3.
Code:
Road To Independence
Episode I
Starts with a fight against indians - Powatah Confederacy
Jamestown 1607
Chapter 1 - New Begining
Build peasant farm - reward +500 treasury
Build Fishery - unlock chapter 2
Chapter 2
Capture Worowocomoco - unlock chapter 3
Chapter 3
Capture Shackamaxon - complete Episode I
When this is done a message 'Colonization of the New World is successful' is shown and Episode II is loaded
Episode II
Chapter 1 - Claiming Ohio Valley
Form alliance with Iroguois - reward +500 treasury
Take Fort Niagra - unlock chapter 2
Take Fort Duquesne - reward +500 treasury
Chapter 2 - Taking to the seas
Take Louisberg - unlock chapter 3
Build 5th rate - reward +500 treasury
Chapter 3
Take Quebec - complete Episode II
Take Montreal - complete Episode II
When this is done the message 'The French are defeated' is shown and Episode III is loaded
Episode III - War of Independence
Starts with Bunker Hill battle
Capture and hold 15 regions by end of year 1825 (hold till 1 year after).