Devil May Cry 5 has the option to replay both story and Secret Missions. Go to the Mission Select tab in the main menu. Remember, if you choose another mission, your progress will be lost (you lose only a save from an unfinished mission).
Replaying missions is recommended for getting many of the trophies. Replay missions to get a better rank, or to complete it with a different character. The difficulty level can be changed in the tab displayed at the top of the screen. You can replay only those missions that you have completed and on the same difficulty. You can't, for example, start Mission 3 on a higher difficulty when you have only completed it on an easier mode. If you want to play missions on higher difficulties, you will have to start the story mode from the beginning.