Those aren't really in a separate art program, but rather rendered in-engine (not necessarily in-game).Promotional images are renders, not screenshots from in-game. I’m not a 3d artist but if I were to guess, they’re taking the in-game model(s) but putting it in an environment in an art program where they make the lighting and camera angles more intense.
If you run ESO at 4K or 8K you can get screenshots that look surprisingly close to what the in-engine cinematics show.
ZOS seems to have access to higher quality versions of the Screen Space Global Illumination (SSGI) setting than we do. As far as I can see, that's the main difference in quality. They're probably not stable or perform poorly, which is why we don't have them available in game.
There's also some simpler tricks you can use. Depth of field can make any screenshot or video look higher quality than it really is. Those screenshots with a dozen Reshade features look nice, sure. But most of the heavy lifting is done by the DoF.