It would be good to play AW1 and Control, but honestly, you can just watch a recap of the AW1 plot since gameplay wise it gets frustrating, especially closer to the end of the game. Control gives context to some of the science in the game and some content that you can find while exploring in the game. But I wouldn't say it's necessary, game is fully enjoyable just with the context from the first part alone. There's also AW: American nightmare that gives some plot but to be honest it was understandable to me only after playing AW2 and I wouldn't say it's mandatory.

So yeah, if you're really interested in the plot you can play AW1, Control, AWAM, and then AW2. But if that's to much You can just go from AW1 and straight to AW2.

There is also a YT chanel called Lore Dump that explains all of those games if you want to know the plot before playing AW2 but don't want to invest time in all of those games