This series is directly spun-off from both Earth-2: World's End and Convergence, so those would be your go-to stories for getting up to speed with this series. Admittedly, Earth-2: World's End isn't a good comic either, and story-wise it's a bigger mess than Earth-2: Society.
To get the individual histories of the characters themselves, you'll need to read the previous Earth-2 series as well as World's Finest to get Huntress and Power Girl's back stories.