Hi! I'm thinking to delve into the Winter Soldier story by Brubaker, and I was wondering whether I should get the entire saga (in the Ultimate Collection) or would the second book (Winter Soldier, Book 2) suffice? Is the first book that integral to the plot of the second half? Thanks!

You need the Ultimate Collection for the full story - you'll be completely lost if you dive in at Book 2. Plus, if you don't read the complete story, you're not getting the best possible read from the story - from the introduction of the Winter Soldier all the way to the eventual reveal.