Every story told in this story is a backstory that fills in the holes and explains it as one big puzzle being solved bit by bit.
If you finished the book a little bit confused...
(MAJOR
spoils ahead - and it's for people who have already read this book, so
you aren't going to understand any of it if you haven't finished the
book because I skip over important things that people already know. But
it will also spoil it for you, so you won't understand it but have it
spoiled anyway which is a terrible strategy.)
If you're not quite ready to spoil the book for yourself, but want to read more about it, check out "Stories as Scaffolding" on Story Sleuths, it's a great breakdown and does a good job of talking about the book without giving anything away.