You are not necessarily required to listen to/read these in order. They have entirely unconnected mystery storylines, but a character you meet in the first book has a larger role in the second, and one you meet in the second has a prominent role in the third, so, I'd go with In the Woods first, and if you like it, continue on in order. Also, the narration is stellar.
As dusk approaches a small Dublin suburb in the summer of 1984, mothers begin to call their children home. But on this warm evening, three children do not return from the dark and silent woods. When the police arrive, they find only one of the children. He is gripping a tree trunk in terror, wearing blood-filled sneakers and unable to recall a single detail of the previous hours.
Twenty years later, the found boy, Rob Ryan, is a detective on the Dublin Murder Squad and keeps his past a secret. But when a 12-year-old girl is found murdered in the same woods, he and Detective Cassie Maddox (his partner and closest friend) find themselves investigating a case chillingly similar to the previous unsolved mystery. Now, with only snippets of long-buried memories to guide him, Ryan has the chance to uncover both the mystery of the case before him and that of his own shadowy past. (from audible.com)
Picking up six months later, this riveting sequel finds Detective Cassie Maddox still scarred by her last case. When her boyfriend calls her to a chilling murder scene, Cassie is forced to face her inner demons. A young woman has been found stabbed to death outside Dublin, and the victim looks just like Cassie. (audible.com)
As her third novel featuring the Dublin Murder Squad opens, 19-year-old Frank Mackey is waiting in vain for Rosie, who he’s supposed to run away to London with. But when she doesn’t show, Frank leaves Dublin without her—thinking never to return. Years later, though, Rosie’s suitcase is found in an abandoned house, and Frank, now a detective, returns to his old neighborhood to learn the truth of that long-ago night. (audible.com)