Complex sentence: The third story follows Daenerys Targaryen, daughter of the last Targaryen ruler of the Seven Kingdoms, and is set on the continent of Essos, which is located directly east of Westeros across the Narrow Sea.
Split into simpler sentences: The third story follows Daenerys Targaryen, daughter of the last Targaryen king of the Seven Kingdoms of Westeros. Daenerys' story take place on the continent of Essos, which is located directly east of Westeros across the Narrow Sea.