The first story, Namae no Nai Uma, is a MARS prequel telling the first meeting between Rei and Tatsuya and the beginning of their friendship. Moreover, they've also presented other main characters such as Kira and Harumi.
The second and the third stories, Nemuru Raion and 1 Karatto no Kajitsu, are oneshots not related to MARS.
The first tells of the strange relationship between Isomu, a guy who pretends to not have any fear, and Ayame, a girl with particular behaviours; on the contrary, the second tells of Nina, who has some family problems, and Rui, her classmate who is interested in a close friend of the hers. But what if he's interested in Nina?