I read on his personal website that Steve Cole wrote some Doctor Who episodes. Which episode(s) did he write?
Stephen Cole (spelling for his name is as it is on Wikipedia) has never written a televised episode of Doctor Who. He has written several books, been involved in radio programs and dealt with merchandising Doctor Who materials for the BBC.
Stephen Cole (born 1971) is an English author of children's books and science fiction. He was also in charge of BBC Worldwide's merchandising of the BBC Television series Doctor Who between 1997 and 1999: this was a role which found him deciding on which stories should be released on video, commissioning and editing a range of fiction and non-fiction titles, producing audiobooks and acting as executive producer on the Big Finish Productions range of Doctor Who audio dramas.
I think you're confusing the point made on Stephen Cole's website.
The pertinent bit from About Steve is this (emphasis mine):
Steve Cole is the ... author of Astrosaurs, ... and many other books (including several original Doctor Who stories).
The website never says that Steve wrote any televised Doctor Who episodes - just some spin-off novels. A partial bibliography of his works in the Doctor Who universe can be found on his Wikipedia page.