Click on Scripts & Episodes in the sidebar menu, then click the button Add episode. After saving the new episode, you will be immediately directed to add or copy a script.
If you do not see the menu item Scripts & Episodes, and only see Script, you have a feature/single-episode production set up. To switch to multi-episode, go to Production in the sidebar, click the Edit icon, and update the Multiple Episode selector from single episode to multiple episodes. You then proceed to add your rundown as described above.