So I downloaded Back to the Future and Jurassic Park. I installed them all and they all have individual icons for each episode. I thought that was kind of dumb that they don't all form in one game like The Walking Dead and The Wolf Among Us. They all come from Telltale but I guess their formatting was different back then.
I also got Sam & Max and Tales of Monkey Island. Haven't installed them yet but I'll bet they don't form into one icon respectively.