But you don't have to play them all and each one can be played by itself.

1 introduces it all.

2 is an entirely separate scenario and you really don't need to understand what happened in 1. It adds to Claire's backstory, but the ingame documents tell you what you need to know. If you want the details then go play 1.

And same with 3. It's all about Nemesis. The mansion doesn't really matter unless you want to know the details of Jill before that game.

It shares an overarching mythos, but you can play the games in any order because they focus on their individual storyline above all else and will fill you in on details you need to know in the documents.