You'll encounter the Final Fantasy 7 Remake Power of Music quest once you arrive in Wall Market during Chapter 14, after meeting a little girl named Betty. She's hanging out in a small side street close to the entrance to Wall Market, and when you speak to her she'll set you the task of finding three songs. If you're reading this in advance then don't be concerned about missing her in Final Fantasy 7 Remake, as when you initially enter the area the camera will helpfully move round to highlight her location. All you need to do then is walk over and introduce yourself to get going on this side quest.
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The young girl asks you to find three songs to help cheer up some of the residents. The three songs in question can all be found in spots throughout Wall Market, so you won't have to go very far. Down below are all of the locations where you can find the songs you need to complete the objective.
The Power of Music song 1: Good Night, Until Tomorrow
The first song is very close to the location of Betty and Jukebox. After you get the quest, head back out of the little side street and immediately go to your right and enter the inn right next door to the side street entrance. This is the inn you'll recognize if you completed the side quest the Party Never Stops with Johnny back in chapter 9, as you have to go here to find a vending machine. Once you enter the inn, go to your right again to the front desk, where you will see an old man standing in the corner to the right of the counter. Speak to the man and he will give you the first track you need, which is called Good Night, Until Tomorrow.
The Power of Music song 2: Stand Up
The next track is more tucked out of the way than the first, but it's still quite easy to find. After you leave the inn, you're going to want to head through the main street and go to your right to head down the stairs in the direction of the Honey Bee Inn - where you danced for Andrea during Chapter 9. At the entrance to the Honey Bee Inn, look to your left and you should see a fenced area you can duck under. Head through here and you'll find a woman who will give you the song Stand Up when you speak to her.
The Power of Music song 3: Fight On!
The third and final song you need is located at Corneo's Colosseum. Head back to the main square street and head to the left side where the weapons shop and gym is located. As you'll no doubt remember, the Colosseum is next door to the gym. Head inside and instead of taking the elevator as you would to take part in a fight, head to the left where you should see a shop with a man behind a counter. You simply have to buy the song from this shop for the bargain price of 50 Gil.
Once you have all three tracks, head back to Betty down the side street, which is marked on your map as a quest marker if you can't quite remember where she was. Proceed to play each of the tracks on Jukebox - the three different residents will react to the three songs in their own unique way. Oh, and you'll also get to hear Barret do the fanfare tune again. Totally worth the effort.