"Exposition

"In drama, the presentation of essential information regarding what has occurred prior to the beginning of the play. In the exposition to William Shakespeare's 'Romeo and Juliet,' two servants of the house of Capulet discuss the feud between their master and the house of Montague, thereby letting the audience know that such a feud exists and that it will play an important role in influencing the plot.

"In the exposition to the film 'Star Wars,' Luke Skywalker sees a 3D holograph projection of the Princess Lea warning that she is a prisoner of Darth Vader and begging for help."

From this dictionary of literary terms.

Not sure if it would have a different name in a musical context.