Episodes are simply different changing scenes within a novel or other work, and Holden has a number of such adventures throughout The Catcher in the Rye.
An episode is a part of a dramatic work... a part of a sequence of a body of work, akin to a chapter of a book.
So, the changing events within the novel can be considered episodes. Some of them include Holden's visit to his favorite teacher to say goodbye when he leaves the prep school; Holden's time spent in the dorms with his roommate and dorm mates; and Holden's experiences in New York City, including his run-in with the prostitute and his drinking in the bar. Others include his visit to see his sister while his parents are away; his abrupt withdrawal from his teacher's house after he suspects possible sexual misconduct; and his date in the city the next day.
I am not sure what you mean by episodes, but I am assuming you might be referring to the various story lines or encounters in the novel. If so, there are several.
- The beginning, where Holden learns he is being expelled from Pencey. He is about to leave for Christmas vacation, but gets into a fight with Stradlater over Jane, and decides to leave early.
- Holden heads to New York on the train. He meets the mother of a classmate on the train and tells her made-up stories about what a good kid her son is.
- Holden arrives in New York and checks himself into a hotel. He has many encounters here that can be considered the "New York" episode - with Faith, the girls in the bar, the prostitute in the room, encounter with Sally, etc.
- Holden meets with his sister Phoebe in New York.
- Holden meets with his former teacher Mr. Antolini in New York.
If you read the analysis here on eNotes, you will see it is divided into three sections - perhaps you are looking for something less detailed than the above.