The way that musicians would most likely categorize the given type of music is; Program Music
Music composers and musicians often utilize music to tell stories. Music can be used to depict characters, places, actions and even emotions and is also used to heighten mood, or to express a thought or feeling when mere words are not enough.
Now, a piece of music that can tell the story of Don Quixote would be program music because program music is music that is based on a specific narrative and intended to evoke extra-musical ideas in the mind of the listener, by musically depicting a scene, theme, events, or literary text.
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