They ask to submit those both files. What is the difference between the two?
The text in Nature states
Submission to Nature [...] is taken to imply that there is no significant overlap between the submitted manuscript and any other papers from the same authors under consideration or in press elsewhere. (Abstracts or unrefereed web preprints do not compromise novelty). The authors must include copies of all related manuscripts with any overlap in authorship that are under consideration or in press elsewhere. If a related manuscript is submitted elsewhere while the manuscript is under consideration at Nature Communications, a copy of the related manuscript must be sent to the editor.
In other words, related manuscript files means any other manuscript that overlaps with the one submitted to Nature and hence runs the risk of duplicating the Nature paper in some sense. Nature assesses such papers to see where and how the overlap occurs and, probably, rejects the submitted manuscript is the overlap is deemed significant to that it may be considered duplication. This is likely to safeguard the uniqueness of the Nature paper when (and if) it becomes published.