I am not talking about narrative music. Just like we can compose stories by using words, we can create ‘made-up’ stories by using music phrases. The only reason I say ‘made-up’ is because musical stories can be more abstract when compared to their counterparts that use words. It’s a semi-formal way to say that a composition has a certain vibe, progression, etc. Just think of where the music takes you. That progression of the composition is what musicians say ‘musical narrative’.