(This is no indication of the music being bad btw, I loved Coheed And Cambria's second and third narrative.)
Many concept albums have a story with characters and settings and events that happen. The degree to which the story is made explicit varies wildly from literal narrative lyrics with sound effects and voices to something like Coheed And Cambria's Amory Wars cycle which has a very detailed story yet basically gives you not the slightest indication of it in the music itself. I suppose this has been done on purpose, Sanchez writing lyrics that suggest the emotional states of character in the story rather than making any attempt to depict the action but it's still a huge failure as narrative and makes the story absolutely irrelevant in my eyes.
I used to really care about the narratives of concept albums but as I've gotten older I've started to care less and less and just focus on the music.