It is an ongoing story.
Week 1, 2 and 3 are seperate at the moment, but will be merged into Month 1 soon™ ... After that the story will be continued in Week 4, 5... and so on until we hit a whole ingame year (365 days).
Month 1 is only 3 weeks because the game did not start at the beginning of the month.
In short... Yes you need all 3 weeks or you wait for month 1 which is set TBA atm if you dont want to download them separately.
For updates what's going on check BlueCat's
You must be registered to see the links
- Two free weekly reports are already online regarding the progress of month 1.