We have a Lore FAQ page. If you have Story/Lore related questions - make sure to check it out!
Yoko Taro is known to use different kinds of media besides video games to tell his stories.
For example, NieR Automata story is a direct continuation of a YoRHa Stage Play (which is shortly summarized in the game too).
After the game came out, several books were released that included novellas, short stories and other bits of lore. There also were a series of live music concerts featuring different recitation drama performed by original Japanese voice actors on stage. We generally call all of these "side materials".
Square Enix never officially published anything outside of Japan so huge thanks go to our fellow fans for translating everything.
Various side materials take place before the game's events, during the game and also feature a small epilog after ending E.