All is in the title !
I'm discovering the game (thanks to Parodox coming to GOG), and I usually prefer to play first a game without any expansion. But here, I didn't saw a launcher/possibility to do this. So... I was wondering if there's a way to play the basic game first.
And in all case, I would like to know if it is worth it to play "vanilla" game before using expansion here ? (may be I shouldn't even bother with this questions and simply go with the expansion ?)

Hell, sometimes it's not even worth playing a Paradox game without the mods! Vanilla, in paradox terms, is buggy and underdeveloped. You usually want whatever their latest patch is, including any expansions they've released (NOT externally developed ones!), plus the latest edition of whatever general improvement mod there is for the game - Paradox makes the engine, but it's up to the community to flesh out the content ;)

I see :)
Thank you for your detailed complement of OP1's answer ! Really useful !
Ok, I'll go with expansion without bothering about base game :) Now, time to conquer the wor... Time to read the manual !
Thank you very much you two ! :D

Is this anything more than Risk (boardgame) merged with Empire Deluxe (White Wolf)?

Really do want an answer as i still dosbox my old empire deluxe for uber fun on occasion.

Haven't heard of ED before, but looking at it, it's more akin to Hearts of Iron. That said, Paradox's grand strategies are very different from your basic wargame. There's a lot of focus on state management, budgeting, infrastructure investment, and politics. Victoria is a great simulation of a 19-th century nation state, with all its transformations and idiosyncrasies, but I'd say it's a bit too dense of an entry point into the genre. The standard recommendation is Europa Universalis, though for you it may also be Hearts of Iron.

Another game very much like this is Pride of Nations, which I happen to like a bit more. Although I have it, I am still hoping it will come to GOG.