The Spectra Books all take place in the same fantasy world. The magic system and geography remain the same, but cultures and how the magic system is perceived can change based on time and location. The books/series are all interconnected but not interdependent, so if you see one that particularly interests you, start there.
Check out the summaries on this page, or you can read this free sampler with a chapter from each book or series. You can also compare the stories, or look for those specifically on kindle vella.