As it is a series, it is not uncommon for Final Fantasy games to get supplementry media. The crown poster boy is Final Fantasy VII, with other games like XIV and XV following suit. As a Famicom-era game that isn't Final Fantasy II, Final Fantasy III is more modest in that regard. Still it has its own share of media with quirks to them. This page will list them.
Also known as Legend of the Eternal Wind, this album is an odd one: It's an arranged album with narration at the beginning of almost every song, creating a sort of narrative. The songs themselves are medleys, combining several songs from Final Fantasy III and even other FF games (FFI's Battle theme sneaks into the album's rendition of Battle 1)
Despite the narrative, the only directly mentioned characters are the four youths and Doga, who is said to be the voice of the wind guiding them.
In addition to the rearrangements, there are occasionally original songs. Notably, the album has two vocal songs: "Roaming Sheep", which is part of the "Following the Wind" track, and the third section of "Their Spiritual Leader".