This set of episodes begins with Jotaro Kujo and his companions in the middle of their quest to find Dio Brando, offering very little exposition to the back-story that led to the present events of the OVA.
The storyline begins with Jotaro Kujo and his group in the middle of their search for Dio Brando, offering little context about the preceding events that have brought them to this point in the OVA.