You will need to buy each expansion, or a set that includes some or all expansions. Each one you buy gives you a key to type in and activate those expansions for your account. The nice thing is once you type those in they are tied to your account so if you get another computer or something all you need to do is download the game again and log in.
Edit: But, just to play and learn the game for a while you don't need any of the expansions, just the main game.
Edited, Fri Jan 27 01:57:36 2006 by JoltinJoe