No. The Blood Wizard Chronicles series, Mark of the Raven series, and the Wayfarer Prince series all take place in the world of Kuldarr and that fantasy setting. The Chronicles of M'Gystrin series takes place in the world of M'Gystrin.

No. Blood Wizard Chronicles, Mark of the Raven, and the Wayfarer Prince series are all independant of one and other, however there are easter eggs within them that show how they share the same fantasy world.

No. Even though the role-playing games take place in the world of Kuldarr, all knowledge necessary to enjoy the adventures with friends is included in the adventure module. That said, it will be more fulfilling for you as a gamer if you enjoyed all the lore of the world that the novels can provide, but this of course is completely optional.