It's a bonus Holiday Special mini-sode that's about 20 minutes long, intended for those who have finished To the Moon. c: It features Neil & Eva at their branch of Sigmund Corp, sometimes after the events in the main game.
Info on the holiday special:
http://freebirdgames.com/2013/12/31/...pecial-releas/
You can launch the game by going to To the Moon's Steam folder (right click the game in library -> Properties, Local Files tab, Browse Local Files).
From there, the bonus game is launched with this program/path:
To the Moon\SigCorp - Holiday Special (Bonus Game)\Siggy - Holiday Special.exe
Since it's freshly out of the oven, only the English version is available at the time. So if your client's set to another language, you can still get the bonus game by temporarily setting To the Moon to English to download the patch. (Properties -> Languages)
Hope you guys like it!