If you’d like to cut to the chase: it’s a Sandman prequel, with art by DC artist JH Williams, explaining from what travails Morpheus was returning when he was captured by Roderick Burgess at the very beginning of the series. “This has been an incredibly long time coming. It was one of the few stories that actually felt, when I finished Sandman, like I had failed because I had not told this story.”
See Williams’ first piece of promotional art – which I quite enjoy, it’s a weird slick space-agey Art Deco-ish Klimt-y portrait of Dream – for the comic here! I have mixed feelings about prequels generally (when I saw that there were Watchmen prequels coming out, I… … …), but they’re shaded positive here since this is a story that’s always been a part of the Sandman universe; it just hadn’t yet been shared.