Online game retailer Gamestar has some details about Mega Man Zero Collection on their product listing for the game. Most notably this includes the two main modes that hold the game's contents. The first mode is the Easy Scenario Mode, which lets you experience Zero's story. The classic action games are revived here with the compilation of every stage. You can play Zero through Zero 4 in order, and all the weapons and special systems have reappeared. Personally I'm not sure how this is a special mode itself. It sounds like what the game is supposed to be.
The second mode is the Collection Mode, to feel Zero's world. As you progress in each game you gather a collection of all the important data. These are the three subsections of Collection Mode:
- Mod Card Collection
Illustrations that are not just fun to look at, but can also be used in the games to cause special effects.
- Character Card Collection
Well known heroes, rivals and even rare characters are collected extensively. With commentary available on each character, collecting them all will be like having a character dictionary.
- Wallpaper Collection
You can record many illustrations and concept artworks as wallpapers. By collecting them all, you will deeply enjoy the world of Zero.