This episode mostly consists of Robert Durst being filmed as he walks in the streets of New York, getting coffee from Starbucks and hanging out with the camera crew and nothing new happens in the episode and no new information is presented. It's just another filler episode to boost the number of episodes so that they can stretch the story into 5 episodes when in fact they only have enough good material to fill 1-2 episodes at best.
You can skip this episode and go straight to the last episode since this episode adds nothing new or useful to the story but feel free to watch it as a filler if you have too much free time on your hands as producers of this show seem to do.