Now that is a good question! Between missions you should be able to just fly around Manhattan and stuff, although you can't change characters at will. You'll have to find those weird beacon/checkpoints from the previous game! I think this changes once you've completed Avengers/Age of Ultron.

Also if you pause the game, there should be an option called "Go to space" or something which lets you travel to the other hubs, and redo missions!

Probably one of the worst bits about the game if i'm honest, as honestly i didn't really care much for the missions in the slightest! :/