The show is adapting the books, but the showrunner changed many things (basically all season 2).

The games happen after the end of the books. If you really want to get into the lore, read the books, but there are plenty of youtube videos that'll do the job.

You can even jump into the Witcher 3 not knowing anything about the world. The story is self contained and you get enough infos by reading the descriptions of characters and events ingame.