Nope! There is literally nothing connecting them. Each game is a different story in a different setting. In many cases, they can be a completely different genre of videogame.

It’s unfortunate that the character development and stories in FF3 and FF5 are subpar, because their class systems are phenomenal. Vice versa for FF4 and FF6, which had great characters and stories but pretty boring character progression/customization IMO. It’s like Square could only do one or the other, not both.

This game had an excellent aesthetic. The whole setting could be posted here.