This was the earliest (1919) of Wodehouse's short story collections to mention Jeeves in the title, and these are very early Jeeves/Wooster stories. But only half of the stories in this volume are set in the Wooster household. The other half of these stories feature Reggie Pepper. Pepper can be thought of as a proto-Bertie, but he has no Jeeves-like character around. The Reggie Pepper stories are also similar to the Jeeves/Wooster stories in that they are written in Reggie's voice. Once Wodehouse got rolling with the Jeeves/Wooster stories, he abandoned Reggie Pepper. I think there are only eight Reggie Pepper stories in total, with half of them found in this collection.
A few points are worth noting. The earliest Jeeves/Wooster story is not in this collection. That first story was "Extricating Gussie", which is to be found in the 1917 collection "The Man With Two Left Feet." It is in "Extricating Gussie" that Jeeves and Wooster travel to New York. All the Jeeves/Wooster stories in "My Man Jeeves" are set in New York as well. Another factor to bear in mind is that most of these early stories were later reworked, and appear in "Carry On, Jeeves." The story "Leave it to Jeeves" appears in "Carry On" as "The Artistic Career of Corky", with the first few paragraphs re-written for that version. The stories "Jeeves and the Unbidden Guest" and "Jeeves and The Hard-Boiled Egg" appear in "Carry On" with no obvious alterations. Also, the story "Helping Freddie" appears in "Carry On" as "Fixing it for Freddie", but in that case the story has been changed from a Reggie Pepper vehicle to one featuring Bertie and Jeeves - the plot and much of the language carry directly through this transformation.
In short, three of the four Jeeves/Wooster stories, and one of the Reggie Pepper stories, appear, with varying degrees of alteration, in "Carry On, Jeeves." The only Jeeves/Wooster item in this collection that doesn't appear in "Carry On" is "The Aunt and the Sluggard."