How would I uploaded a new episode for the same show or am I confused on the meaning of new show on Apple connect

All you should need to do is to add the new episode in PodPress, re-publish (upload) the feed, and that's it. Subscribers will see it pretty well immediately, but the Store usually takes 1-2 days to update.

Just add the episode in Spotify and re-publish the feed. All episodes are in the same feed with the same URL for it. You don't need to go into Podcasts Connect. Subscribers on a Mac will see it pretty well immediately but Apple Podcasts may take a day or two to update.