If you have them, play them. Not because you will need to have played them to understand Dark Souls II, but rather because you don't know if you'll like this type of game. They won't feel "dated" (Demon's Souls was released in 2009...), and they keep their core gameplay basically the same, though with minor but noticeable differences between the two games. You will probably "burn" yourself out of Souls games if you decide to rush through the first two to play the first, so I would suggest you either played them in order, taking your time to go through each one, or that you just skipped to the latest one if you think you'll like the game, despite never having played it yet.
I have no issue with going 100% digital on PC. Honestly, I think there are nowadays far more chances of me burning down my house in an accident than of Steam going down. And even if Valve somehow decided to terminate the single most important content delivery platform on the PC market, very few games are uncrackable. I would just download everything I own into several HDDs and/or Blu-Rays and store those games away.