The Mask of the Betrayer campaign is a continuation of the Original campaign, and it is intended that you will import your character between them. There is no requiremen to do so, however, and you're free to start an entirely new character if you so choose (you'll be automatically leveled up to an appropriate starting level).
Storm of Zehir and Mysteries of Westgate are entirely stand-alone adventures with no direct connection with the originals. You're always free to export and import your character into any adventure you want, but these ones are designed for you to begin at a lower level so you'll be much too powerful if you do this.
Finally, there are loads of exceptional fan-created adventures for Neverwinter Nights 2 (and NWN1, for that matter) and you can always import and export or start fresh as you desire.