Dead Island Definitive Edition is the only game on the disc on the Dead Island Definitive Collection, meaning that you'll need to download the other two games included in the collection.
Both Dead Island Riptide and Dead Island Retro Revenge are included, you'll just need to download them before you are able to play. This sees the games appear as different icons on your XMB, rather than being all under the same one.
Dead Island Definitive Collection is out May 31 on PC, PlayStation 4, and Xbox One. You can pre-order below.