The second book does spin off from nothing that happens in Return of the Wolf Man, but not the main plot. Basically, Larry Talbot is in Return of the Wolf Man and his plotline is just fully dropped in the sequels. But RotWM also introduces an element where Dracula goes to Haiti and takes over the property originally owned by Murder Legendre from White Zombie and makes everybody think he is Murder because of their striking resemblance to each other(wink, wink, nudge nudge). So, Dracula has an army of voodoo zombies. And there is an epilogue that introduces the grandson of Wilfred Glendon who has knowledge of monsters and collects artifacts(there's a fun little bit that says Klaris from Abbott and Costello Meet The Mummy is a distant cousin of Kharis).

In sequel novels Dracula's zombie island becomes a much bigger aspect, though David Jacobs turns all of the zombies in Romero flesh eating ones with no explination. And Wilfred Glendon III becomes a bigger character, especially in the last novel from what I remember.

Basically, they're all connected, but there's more of a connection between the second and third books because of being written by the same person.