The complete set could just mean its an Omnibus. Which means that several (or in this case all) of the previous books in the series have been compiled to create one big book.

Say for example, the Sherlock Holmes series under Sir Arthur had 9 books in total. You could easily find an omnibus of this series that combines all 9 books into 1.

"Penguin Complete" probably just means it's published by Penguin under one of its modern classic series.

well, since its e-book -- yes, doesn't matter.

if its a physical book sometimes the complete set is usually more expensive than the penguin set as the penguin set has their own cover art (usually quite generic).