The art collection includes all of the art in the game, concept art, and some miscellaneous art work for the game! Think of it like an art book, except it's a PDF.
As for yuri, the whole game is yuri! There's smooching and hugging and loving around every corner, hehe~ (And of course, all smooching pictures are included in the PDF!)
If you're thinking of something more explicit, DCS has drawn a few naughtier pictures of the cast on their Patreon only art blog-- but for the purpose of this game, everything has been kept below a PG-13 rating. (And anything rarely even gets to that rating!)
Hope that helps clear it up!