The Nico bonus DVD was a preorder bonus for those who reserved their copy of Shadow of the Colossus in Japan. The eponymous Nico concept video was included as part of the bonus content that came with The ICO and Shadow of the Colossus Collection; none of the other sections included on the Nico DVD were included.
The DVD features the first-ever footage of Shadow of the Colossus, back when the game was simply called "Nico" (a combination of ni, the Japanese word for two, and Ico). The trailer features several horned boys resembling Ico, on horseback pursuing a colossus (whose design would eventually resemble Quadratus in the final game). The battle is hard-fought, but eventually one of the boys manages to climb atop the creature and defeat it. With the colossus dead, the group rides off into the horizon.