Can't download episodes after purchasing the CD?

I recently bought Minecraft Story Mode for the PC on CD. Then I played through the first episode and wanted to move on to the second. But I can't click the button, it's grayed out. Could it be that all other episodes have to be downloaded from the Telltale website? Because Telltale doesn't exist anymore.

No, you have to deal with the store from where they have the CD master, but it can also be that the CD is faulty