I am completely lost

The anime series is not out yet, for now there is only this special episode as the prologue, you can check out the original LN for more content if you like

The anime series continuation of this has already been announced. Although there's no date yet.

The Light Novel is the original source material, however Strange Fake also has a manga adaptation. Idk how they compare to each other, but you could also try reading the manga if you're impatient and don't want to spend hours reading just text.

If you have already seen all of the main story (Zero/SN adaptations), I would recommend checking out Apocrypha, which I think is massively underrated. I also felt like I needed more fate after this excellent special, so I watched Apocrypha to fill the void and was not disappointed!