Start GK3, wait for the intro to end, press Control + Shift + ~ (or some other key next to or near the backspace button, it kind of depends on the layout of your keyboard - in my keyboard it's the one next to backspace), and a console should open. Type Extract and press space, then press enter. A file called !!!Readme.txt has appeared in the GK3 folder. Open it, and start exploring, you should find the music files eventually (they are mp3's).
There was once a list of all the music files in the Sidney website. Does anyone still have the list?