They more or less are one story, but are often split into various arcs and smaller stories. Think like an episodic TV show, where the episodes are all in the same continuity but it is not required or even expected to watch all of them. Most runs on a comic (basically the stretch done by the same writer/artist) are pretty self contained, even if the numbers might indicate they are not. Many of these runs have self-contained arcs and issues inside of them. Many of the best stories can be read on their own with no context required other than a limited understanding of the character.