Are Silent Hill games related one another?
Sort of. They all have similar elements, as well as the same mythos, which is usually expanded on each new game. But in terms of directly related to each other, not completely. The 3rd game is pretty much a direct sequel to the 1st game, as it continues the story of two of the main characters from the 1st. The 4th one is more a spiritual sequel to the 2nd game, as it expands on characters you read about in the 2nd game.
Oh, and I couldn't tell you about the other games in the series after 4, cause he haven't really played them. Refuse to play a Silent Hill game not made by Team Silent.