The Lord John novellas and novels1 are sequential, but are built to stand alone; you don’t need to read them in order.
In terms of their relationship to the larger Outlander novels: These books are part of the overall series, but are focused for the most part on those times in Lord John’s life when he’s not “onstage” in the main novels. This particular book focuses also on a part of Jamie Fraser’s life not covered in the main novels.
All of the Lord John novels take place between 1756 and 1766—this one is set in 1760—and in terms of the overall Outlander novels/timeline, they thus occur more or less in the middle of Voyager. So you can read any of them, in any order, once you’ve read Voyager, without getting lost.
1There are also a couple of short stories—and will eventually be more—dealing with minor events, minor characters, and/or lacunae in the main books. These are presently published in various anthologies, but will eventually be collected in book form.
“A Leaf on the Wind of All Hallows” appears in the anthology Songs of Love and Death (edited by George R.R. Martin and Gardner Dozois). This is a short story set in WWII that tells the story of what really happened to Roger MacKenzie’s parents, Jerry and Dolly.
