The anime stuff looks to just be concept art for it. I think it was included because the Japanese Volume 0 has it and Yen Press just bought over the whole volume.
You're 100% correct! Just like all of the other volumes, Yen Press doesn't remove or add any content into their titles. This is just an "extras" volume, hence why they call it "vol. 0".
This doesn't indicate that the anime is coming up here.