Anybody interested in the comics for the first time can read the first issue of The Walking Dead here.
As a sense of scale, issues are released monthly. This one is 24 pages, and right now there are 81 issues.
The trade paperbacks contain 6 issues, or about half of a year's worth of comics.
The hardcovers contain a year's worth of issues, and are mostly collector's items for huge fans. I'm not going to even link to them, because they cost an insane amount per story arc for someone just trying to get into it. Look for the "Omnibus" if you're interested, but the first one has since gone up to $500 in price due to its highly limited nature.
And the Compendium has issues 1-48, the first four years of the comic's run. An economy-sized book for an economy-sized price.