The first art showcases her powers... well, the dark side of her powers and what she can do...
A monstrous army of snowmen, magical evil hands, and snowflake spies. Also, she has the ability of shapeshifitng into... A snowflake.
This is because in the original material, the Snow Queen appeared at the beginning as a snowflake (I didn't read the story but I just knew the facts.)
Also, it helps for story purposes.
The second art explores the curse of 'frozen heart' applied to Elsa, how it could affect her, and how it's shown. If this curse would freeze a normal person to death (like Anna), then in Elsa's case, it'll *slowly* replace her real good self with a darker persona, which is her inner demons taking over her. In other words, the curse will possess her and turn her evil, and the only way to save her is by an act of true love.
The curse is shown visually through her eyes.
How did her heart get frozen in the first place? After she got exiled from Arendelle and later had her "Let It Go" moment, Elsa wished upon a star to never feel pain again. Her wish was granted, though to the extreme, meaning that not only she could no longer feel the pain of the past, but she couldn't feel love or anything at all. However, her real self is simply numbed, but not entirely. Because of this, she will have moments of having a conflicted and bipolar-like personality, and this will increase as time passes.
The third art is a concept artwork of a scene from the climax... And I don't want to spoil more haha.