There is a story to the game, and it's a really good one but it involves a hell of a lot of reading, which'll leave you wondering why you didn't buy a book instead.
The key books you need to read to explain the story need to be tracked down in "hidden" (sometimes not so hidden) librarys. I suggest you read everything.
To start you off, basically you're a prisoner that was released upon special orders from the Emperor himself. You and nobody has any idea why but you are given special orders to carry out (ie go visit the spymaster, whatever his name is and do his tasks). You'll find out more after that.
Just a warning though, if you're not up to a lot of reading or someone spoiling the entire plot for you, quit now.