The comic book is sold by issue individually for $2.99. They are all in black and white. The compendium is the largest collection of the comics, There are two available, so that would get you up to around 100 issues. The books are a smaller collection of the issues, subsets of the compendium, so if you want to buy them in smaller segments. Then the volumes are subsets of the books, again less issues at a lower price. But the compendium, books, and volumes are all the same stories, just a different number of collected issues.
The Rise of the Governor, and it's sequel, are word only stories that are additional stories not covered in the comics, but are about the comic Governor, not the tv one. They are not exactly the same in how they look and act.