Volumes 1-3 are a prologue. They are the story of Hou Zhigong and his journey cut short by circumstances. However in his journey being halted, another journet begins:
Volume 4+ is the story of Hamar a swordsman who does not belong anywhere. He's from one world but uses techniques from another and lives within yet another. He knows little about the world but is a genius of swordsmanship and that was his main goal until the end of vol.3 and he has two goals now. One is to refine his swordsmanship to a peak, and the second is to revive his friend.
You may start from volume 1 but I will write vol 4 in a way where you may start there (If you read the primer it will be even easier)