I just got the game, and as I understand it is the GOLD version which should contain the original game and its expynsion set.
So the question is how do I start Unfinished Business? Do I have to beat the original storyline to get to that part?
I didn't see any options when starting a new game to start a Unfinished Business game.

Thank you for the fast replay. But this still seems confusing as many people are referring to this as the GOLD version which should be a 2 title pack.
Also the manual I got from GOG is for the gold pack with instructions for Unfinished Business and the scenario editor. So it would seem they split the two games.

Yes, not sure why the two are separate.
I can only assume that it may be the pricing structure, as JA2 is 9.99 and UB is 5.99. They have this fixed policy (only two price points), so couldn't offer them both together.

You don't have to finish JA2 to play UB.
In UB you can import your mercs from a JA2 savegame.
If you do so, UB will be harder.
On the other hand, you'll be playing with your favorite mercs once again.