Set in Austria just before WWI, each episode of The Lion's Song tells you the story of a different character. The game could be called a visual novel where the choices actually matter or an adventure game with limited interaction, it's somewhat in the middle.

In the first episode you'll meet Wilma, a talented composer who has to compose a piece within a few days under enormous pressure.
In the second episode you'll play as Franz, a young painter who's able to see peoples facets while he himself tries to find out who he is.
In the third one you play as Emma, who wants to make a name for herself in the male dominated world of maths.

The episodes themselves don't build upon one another, but they are tied together in the fourth and last episode, which will take you back into their past and tell you their future destinies.