@ilikeanime It means all the stories take place in the same world. They're not sequels or prequels since they don't really affect each other, but there are characters that appear in multiple stories. Think of it like the Marvel movie universe minus the Avengers stories.
This one is the only one I've read by this author, so I don't know the details but, apparently, the Director was introduced in a different story that has more information on his character.