We are given that \( f'(x) \) is a constant for all \( x \in \mathbb{R} \). This implies that \( f(x) \) is a linear function of the form:
\[
f(x) = mx + c
\]
where \( m = f'(x) \) and \( c \) is a constant. We are also given that \( f(0) = 1 \), so:
\[
f(0) = m(0) + c = 1 \implies c = 1
\]
Thus, \( f(x) = mx + 1 \). Also, \( f'(0) = 2 \), so:
\[
f'(x) = m \implies f'(0) = m = 2
\]
Thus, the function becomes:
\[
f(x) = 2x + 1
\]
This function is continuous for all real values of \( x \), so the correct answer is that \( f(x) \) is continuous on \( \mathbb{R} \).
Therefore, the correct answer is option (4).