Like the Console Counterpart, the first mode you can play is the Story Mode. In this mode, you are given the Characters to play as, not necessarily helping collect the 5 Mini-Kits per stage. To play this mode, simply select Story Mode from the menu, then the Episode you want to play. You can select any Episode you want from the get go.
I should also note the Differences in the Hud. You have a lightsaber meter which shows you the amount you can use that characters ability. You have 7 hearts at the top of the screen. If you lose all seven hearts (get hit 14 times) you will die, then restart the area you are currently in. The studs are also different. Silver gives 1, Blue gives 10 and Gold gives 50.