This is a drama CD companion to the PS2 visual novel Shikaku Tantei Sora no Sekai ~Thousand Dreams~, and it's essentially one long audio drama track. The "Yami no Sekai" subtitle translates to "World of Darkness," so you're getting the darker side of the detective story here.
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PS2-era drama CDs from visual novel franchises had this specific energy where the voice acting carries everything, with incidental music weaving in and out to set mood. Single-track release, clearly meant for fans already invested in the characters.
If you played the original game and wanted more time with these characters outside the console, this is that extra piece of the puzzle.