...\assets\sounds\soundtrack
It of course depends where exactly on your disk you have installed the game, and whether or not you have the 'complete edition' or whatever it's called. But yeah go to your installation folder for the main game, then go \assets\sounds\soundtrack and all the original game music is there. if you go warlords\assets\sounds\soundtrack you can also get all the music added in that expansion, which is mostly for scenarios I think but also includes the new main menu music that was in that version. Same for beyond the sword too.
By the way if you ever feel like putting alternate music into the game, you can do it easily by replacing the .mp3 files in those directories with other ones of your choice that you rename to have exactly the same file names. Of course, I recommend backing up the original music if you ever do this.