Yes, you can continue watching an episode from where you left off. On most devices when logged in you'll see a 'Continue Watching' bar:
This can be found on the following devices:
*Laptops/ computers
*iPhones and iPads
*Android mobiles and tablets
*Telstra TV
*Samsung TV 2018+ models
*LG TV 2018+ models
*Sony Android TVs
*On Vodafone TVs
*On Nvidia Shield connected devices
*On TCL TVs
*On Kogan TVs
If your device is not mentioned above, when logged in you'll instead have access to 'Recently Watched'. This will show the last 5 shows you have watched.