The manga portion depicts Bun and Daisuke directly following chapter 1 of Not/Love in what would be their happiest moments together. The short story portion is set in the present and examines Bun's feelings about their relationship. This story is related to Heat, as a prequel.

Miyamoto Kano's "Walker" universe timeline:

1. Are You Enemy?
2. Not/Love

– Not/Love dj - The Reason Why We Live Together
– Not/Love dj - Dog Days
– Not/Love dj - Demonic Conversations
– Not/Love dj - Brand New Lover
3) Heat
– Under the Skin
– Lizards, Angels, and Daemons

The ones on ( – ) are doujinshis. They give background or "add into" to some key points in the main story line. So you're not really missing anything even if you don't read it.