Missing games "Command and Conquer The Ultimate Collection – PC Origin"

The games are all bundled with their expansion packs. There is no "Command & Conquer 1" because the first game obviously doesn't have a "1" behind it in its title. And since it has an expansion pack called "The Covert Operations", it is listed as "Command & Conquer and the Covert Operations". And Tiberian Sun (which is C&C2) is clearly visible at the bottom of your screenshot.

This is an overview of all the games, and their expansion packs:

• Command & Conquer
  
  • Command & Conquer: The Covert Operations
• Command & Conquer: Red Alert
  
  • Command & Conquer: Red Alert: Counterstrike
  • Command & Conquer: Red Alert: The Aftermath
• Command & Conquer: Tiberian Sun
  
  • Command & Conquer: Tiberian Sun Firestorm
• Command & Conquer: Red Alert 2
  
  • Command & Conquer: Red Alert 2: Yuri's Revenge
• Command & Conquer: Renegade
• Command & Conquer: Generals
  
  • Command & Conquer: Generals: Zero Hour
• Command & Conquer 3: Tiberium Wars
  
  • Command & Conquer 3: Tiberium Wars: Kane's Wrath
• Command & Conquer: Red Alert 3
  
  • Command & Conquer: Red Alert 3: Uprising
• Command & Conquer 4: Tiberian Twilight

As you see, those are 9 main titles, but the total collection is 17 titles. Not all of them seem to add the expansions in their title, though; notably, this info is missing on Command & Conquer 3 and Red Alert 3. Nonetheless, they are all included.

The expansion packs will either be selectable from a little choices dialog when you click the main game, or will be available inside the game. On the first Command & Conquer game, the expansion missions are in the "New Missions" menu at the top of the main menu.