Well, I can tell you that the stories definitely take place in the Old Republic era, but they're more about the ancient wars between the Jedi and the Sith such as: The Hyperspace Wars, The Freedon Nadd Uprising, and The Sith War.
You could say they are more like historical reference's or a prehistory to how everything got started concerning the Jedi and Sith. Some of them like TFNU and TSW take place about 40 years before the Knights of the Old Republic comic stories and of course, the game itself.
You can get the TOTJ comics in the graphic novel versions btw. Well, except maybe The Freedon Nadd Uprising...it's just 2 chapters, not like the others that had 6 or 7 - unless I'm mistaken, cause I never seen a graphic novel ver. of TFNU for sell anywhere.