The bad news is that it’s a collection so you can’t buy just Red Alert 2, but you’ll get all of the C&C games and their expansions.
Where can you buy the game? To my knowledge one of the few ways to buy Red Alert 2 is on origin where you buy the Command & Conquer™ The Ultimate Collection.
To play it legally? Yes, you will need to buy Red Alert 2 because it wasn’t made free yet by EA who owns the brand.