It's not really a sequel. From what I have read and know the Fate/Stay series are based on visual novels which had multiple different endings you could unlock, the prequel series Fate/Zero was made. The anime Fate/Zero has long been applauded as the best though, the problem is that no true sequel has been done to it because it set up a lot of stuff that is never touched upon in the Fate/Stay series. UBW is as close as we have gotten but it still stayed more true to the visual novels and didn't go for the mature tone of the Zero series. I'm still hoping one day they make a real sequel to the Fate/Zero anime that directly ties into it and lets character and plot from Zero develop even more in Stay. So I wouldn't think of this as a sequel to the Fate Zero anime and see it more as it's own story that just has a similar style to Zero.
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