The Epilogue is quite simple. The world you are in is composed of complete darkness except for Maxwell's Lights that line the area. These torches will only light as you approach them and they lead you towards Maxwell. There are several branches that will take you to areas with resources, food, an science machines but there's little reason to seek them out. There's also a completed Wooden Thing that you can attempt to use but it will only place you in front of the Nightmare Throne.
When you find Maxwell on the Nightmare Throne, you'll find a phonograph to the left and a keystone to the right where you can place the Divining Rod. You can mess around in this world if you like but when you are done, place the Divining Rod on the keystone to leave. When you return to the normal game, you'll be playing as Maxwell instead.