The three Kings, or Magi, travelled from the east following the star to Bethlehem, taking gifts for the baby Jesus.  The carol written in 1857, explains the symbolism behind their gifts of gold, frankincense and myrrh and traditionally the carol  is sung at Epiphany representing the time that it had taken them to travel the long distance to Bethlehem.
We three kings of Orient are;
bearing gifts we traverse afar,
field and fountain, moor and mountain,
following yonder star.
Chorus
O star of wonder, star of light,
star with royal beauty bright,
westward leading, still proceeding,
guide us to thy perfect light........

Carol 4

EDIT  I can't get the link to work of the video of King's College singing the carol.