I wanted to watch the series because of Zee Pruk, and I see he's in two parts of the show, Club Friday 14: Love & Belief and Club Friday the Series 14: 7 Years Love.  

I see that there are multiple seasons. (Are they seasons?)

Do I need to watch those before these shows? Or is this an anthology?

I have not watched it much. I only watched 2 stories from Season 6 & 10. As far as I know it is based on Radio program so each Story is a Standalone story. For example - 14th season has 4 stories so far with 5 episode each. So I think you can watch whichever story you want to.