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Hmm, there's a bunch of things this could be depending on the form it takes. The supertrope and index you want are Exposition and the Information Desk, and from there you can find the appropriate trope. Say, if the episode has the characters entering a new land and being informed about it's culture and current events, you'd have a whole-episode En Route Sum-Up.
Sounds like a mythology episode. Before TV shows became so serialized, shows would have a few episodes a season to dig into the backstory and over arcing mythology of the show. X-Files perfected this mix of Monster of the Week and Mythology episodes.
Is there a trope for an episode of a show that's basically dedicated to explaining things about the world of a series, but isn't a Recap Episode?