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While the mysteries are somewhat self-contained, Ella's personal character arc and her background with the FBI develop significantly across the first three books.
If you are reading or collecting the EPUBs, it helps to know where this fits in the timeline: La chica abandonada (Girl, Alone) Book 2: La chica llevada (Girl, Taken) Book 3: La chica cazada (Girl, Hunted) Book 4: La chica silenciada (The Girl Who Lived) Book 5: La chica perdida (Girl, Beguiled) Key Themes
The focus is on the "cat and mouse" chase and the mental state of the profiler.