It's more to the side of the 'main' plot-line in the series that follows Artyom, but it does feature characters and lots of supporting information and plot-lines. While Metro 2034 is the official continuation of the Metro 2033 story line and universe, it doesn't act as a total, bona-fide or literal sequel, continuing straight on from the previous book. Not to give too much away but one of Metro 2033's endings is the one that Glukhovsky wrote in the book originally and this is also the one that forms the canon (chosen) ending that sets up the events of the second game Metro: Last Light-but not the next book. It also sets up and introduces readers to Glukhovsky's wider themes and commentaries that he uses his fiction to critique and give his say on. Coming at the front, chronologically in the series and in terms of release dates, you'll want to start with Metro 2033 which sets up the whole Metro universe superbly, from characters to places, from monsters to aesthetics.
Rather pleasingly, the series has ascending numbers in the titles so you can't really go wrong. The Metro 2033 books: reading order and beginner's guide
