Metro Exodus tells a story that can be treated as Artyom's epilogue. What will happen to the main character? Will he die? Check this page to find answers to these questions.
Note! The following section contains spoilers for the game's ending!
Just like the previous two games in this series, Metro Exodus also has two drastically different endings. At the end of the game, Artyom gets gravely injured and he needs a blood transfusion - in the good ending, he survives and becomes the new leader of the Order. He and Anna start creating a new society.
In the bad ending, Artyom dies. In the afterlife, Artyom meets Eugene, Bourbon, Khan, and Miller. The main hero boards the train and starts his never-ending journey. In the meantime, Anna buries her beloved.
Which ending is canonical? It is up to the developers of Metro Exodus to decide - the previous games also had endings where the main character dies. It is probable that Artyom will come back in the future.