There must be many ways to do this and you need top choose the one that works for you. Even so, best selling author Norah Roberts (writing as J.D.Robb) has written (so far) about 45 books in her "In Death" series.
She began writing them in the early 1990s and set them in the futuristic New York of about 2060.
In her first book she established several main characters who appear in each book. She also established the physical parameters which included moving Congress to "New Washington". She established new kinds of drugs, new slang terms, a new religious group (the Free Agers), commercial exploitation of the satellite belt, snippets of the history of the 21st century including the "urban wars", new technology, and a gun ban in the US.
Once those things had been established (with a light touch) she simply immersed herself in the stories and wrote them as though she were actually in that time and place.
The other books, apart from being self contained, introduced new characters so that the individual stories continue to add to the whole.
Is that what you wanted to know?
