Creatures 3 and Docking Station can be integrated to create a "docked" version of the gameworld which allows access to the network capabilities (portals, chat) and improved game engine of Docking Station with the large C3 ship. It is also possible to install an addon called "C12DS" that installs the C1 world, objects, and breeds that have been updated for the C3/DS engine.
Creatures Adventures and Creatures Playground will join to create "Creatures Village" according to the wiki. I never played that one myself, as it is geared towards children.
C1 and C2 both use their own game engines which are incompatible with the other games.
I should also mention that Exodus, Albian Years, and Village have a problem with the updates Kalypso added to make them XP compatible that prevents certain 3rd party addons (agents, metarooms, cobs, genetics, etc.) from working problerly. I'm not sure if the GOG version has the same incompatibilities. A fan-made patch to help correct this problem was released here.

Thank you all and especially to you Syrra, +1 for the exhausting answer.
I might buy the Creature games after all.

As far as I remember you just wave something in front of them and tell them its name.

This game inspired me to study psychology and resulted in me becoming a behavioral economist as a result.
Much love. <3 <3 I would totally buy it from Gog if I had not just re-bought it recently.
For those considering buying, this is a -stunning- game and one of the very few games out there with real AI. Sims doesn't even come close.