Asking Questions about Graphic Novels

Hello, this might be a long one as I do have a lot of questions about the Novels. After receiving The Crooked Man & The Return of Effie Kolb as a gift from my brother, I have decided to start looking out for them. Today I was able to find The Complete Short Stories Vol. 1 and Hellboy and the B.P.R.D 1952-1954 at Barnes and Nobles. Are the short stories a collection of the smaller stories like The Crooked Man and if so which ones? I skimmed through it and saw a story that resembled it and wanted to see. Also is the other the main story of Hellboy that is connected to 1955-1957 and how does Omnibus tie into it? I’ve only done a little research as of only starting this journey around 2-3 months ago and there have seem to be a lot of them. Any advice would be appreciated!