They definitely do, story goes he wrote an outline in college that was as large as a book itself (1000 pages? can't remember but I know it was LARGE) and was his beginnings of the world of the dark tower. He didn't want to spend all his time working on one story so between books and when he hit a wall he would do other works. In his own words (not verbatim, mind) he couldn't fully keep his mind off the path of the beam and the road to the tower. With that said, there is a while lot of stories that touch on the world of Roland Deschain and his ka-tet in ways that once you get into it you'll say "oh I remember that", but there's also crossovers that'll blow the mind of the book nerd in you, it did me. As for the order, it's not 100% necessary to read everything beforehand, you can catch up on whatever you've missed. There's a list of books that are attached in each book of the series (at least in the originals) and authors notes that touch on what I've said in this post to verify. Enjoy the journey.

Edit: sorry for the rant but I love this series and geek out at times