it starts the game after the stalker/ns gameplay which we refer to as levelup 0, Collector starts at levelup 1 then there are levelups 2 and 3 named the storm and reclamation respectively. When levelup 4 is reached (end of my main story) the DLC content will then be additional story content and plug-ins will be used to add/replace existing textures, sounds, etc..
My story will continue in DLC as well as new stories by others.
If it is your first time then you should not start as Collector as you will miss a huge amount of new gameplay, at the end of levelup 0 the Collector will start automatically (after credits you can skip with ESC) and you will keep what you have acquired and many tasks will continue to be playable.