The 22-minute video covers some of past Gears moments from different perspectives. Those include a battle from Aspho Fields (a key event in the universe's fiction that hasn't been in a game previously), Emergence Day when the humans of Serra came in first contact with the Locust enemies and the battle at Anvil Gate that ended the war with those subterranean monsters.
All that and the video sets up the legend of Marcus Fenix, father of 4's protagonist, J.D.. This isn't the first time Gears of War has had playable memories. In fact, 2013's side story, Judgment, was based entirely around that narrative conceit. Kind of a clever way to tie all the games together, no? Sadly this video contains precisely zero new Run the Jewels tracks. Gears of War 4 comes out October 11th on Xbox One and Windows 10.