Welcome to Civfanatics! You are probably best starting with Civ V. Civs 1 and 2 aren't really available any more, and 3 and 4 have some age on them (fun, but dated). Civ V is a Steam-only game, so you don't need CDs -- just purchase the game through Steam or another online retailer (you can watch for sales), get your Steam activation code, and download and install the game from Steam.
Civ V does provide several options -- there's the original "vanilla" game and there are two expansions (Gods & Kings and Brave New World), plus various DLCs (downloadable content)--mostly extra civilizations and some map packs. If you look for "Civ V Complete" it will include the vanilla game, both expansions and all of the DLCs except the two most recent map packs (which aren't needed to enjoy the game).