You may still be able to find the SEII demo around somewhere, so you can play that in addition to the SEIII demo.
The really quick Version of the pre-Gold history, in a rough timeline:
Aaron Hall loves the game StarFire (I think that's what it was called)
AH makes a simple game based on StarFire with Visual Basic; calls it Space Empires
AH improves on Space Empires by making it with Delphi; calls it Space Empires II, and releases it shareware with his newly-created company, Malfador Machinations
MM gives us all more betterness with Space Empires III, again released as shareware, again made with Delphi
MM starts planning Space Empires IV, gets fan input for about 1 year
MM starts development on SEIV
Shrapnel picks up MM for distribution of SEIV
MM/Shrapnel start beta tests of SEIV
(Somewhere in here Aaron Hall quits his day job)
SEIV released
SEIV:Gold released somewhere around a year, year and a half after, with more goodies
Keep in mind, this is just off the top of my head, and is most likely wildly inaccurate. Let others correct me