From what I understand, roman is about Hiver Laurent and his twin dolls Hortensia and Violette who represent day and life and night and death respectivly. To find the meaning of birth and death, Hiver searches for "romans"- stories, romances that involve life and death. Each song in the album is a seperate story.
There is currently a manga that's being scanlated that explains quite a lot so you might want to check it out.
Edit: The first three chapters of the Roman manga can be found here:
http://eternalbunnylove.com/?page_id=104
The stories are track 1 (Story of Night and Day), track 9 (The Wine of Sorrow and Joy) and track 5 (Stardust leash). The other two chapters that haven't been scanlated yet are tracks 7 (Statue of an Angel) and 3 (Invisible Arm). The PV for Miezaru Ude has been translated with subtitles as well. If you go hunting on google you'll find it.