Some side comics are canonical additions to the main story, some are at least pseudo-canon (as in, one detail away from canon or perhaps canon in an alternate universe) and some are just nonsensical gags that probably shouldn't be taken too seriously. 

If you can't tell by how many there are... It's a lot of fun exploring new angles and scenarios within them :') The main storyline has long been completed for many years, but every now and then a new side-story winds up being added.