The episode covers approximately levels 36-50 and beyond (basically end game) of The Elder Scrolls V: Skyrim.
Warning: There are more than a few spoilers. You've been warned.
There was an article mentioned during episode five:
Check it out.
Editor's Note: We're thinking of doing this concept / format again for Kingdoms of Amalur: Reckoning. Drop a comment in if that interests you or if there's another game you want to hear more about.