Goodwill does not accept returns on things like that (at least the one where I live doesn't) - if you didn't check to see if all of the discs were there to start with, that's unfortunately your own fault. (Unless they shrink-wrapped the game, which I've never seen them do to discs. They always open them and check to make sure you didn't jam in extra discs at my Goodwill.) For all they know, someone else could have been in your situation and only needed one disc, bough the set, took that one disc, and then wants to return the others they don't need.
I've never seen any of the discs for sale individually. Perhaps you might find something online like on eBay etc, if someone else has lost a disc and is offering the other(s) they do have. Honestly, I would just say buy another full set. The game is old enough that they can be found used for ~$12.
And yes, expansions are just that - they add on to the base game. Without the base game installed, there is nothing for them to add on to, and they will not install.