Nope, they are individual issues. You can purchase compendiums and such where they'll have a set of issues in them, but it's all broken down into single ~20 page issues. And they are genius. I know you can find torrents with at least up to issue 90 in a single package. As far as a comic reader goes, I suggest ComicRack.
http://comicrack.cyolito.com/
Generally speaking, each "volume" is 6 issues (so 1-6, 7-12, 13-18, 19-24, etc.) and there are generally two volumes per story arc.
Also, I feel I must warn you, the comics are much more graphic than the TV series. There's no nudity that I recall (I think there might have been one scene with a nipple that Robert Kirkman didn't catch) but there's a lot of gore and extreme violence, such as torture (way worse that the pussy shit we saw on the latest episode of TWD), rape, cannibalism, etc. But it's an incredible read and I guarantee after you get a few issues in you'll be hooked and fiending on it.