Custom Campaigns in Codename: Loop are divided into small chapters, this is due to the limitation that you can't save the game, also, you can't go back to a previous chapter (map).
For a simpler explanation, campaigns work the way they work in Sven Co-op or Left 4 Dead.
It's recommended that each chapter is not too long to avoid having to replay too much after each death.
Despite not being able to the save game, all your progress (weapons, items, companions) will carry over from one chapter to another, and if you die, you will start from the start of the chapter without losing your progress from the previous chapter.
If you start from a specific chapter then you will only start with the weapons/items that the mapper assigned to that specific chapter.