I played Lemmings 3D back in the day on the PC, but if you want to check it out now I'd recommend getting it for the Playstation (1). It takes a lot of tweaking to get this running in DosBox, and even then the game is really slow.
If you want to check out the whole soundtrack, here's a Youtube playlist.
Alternatively, if you own the game you can just rip the OST of the disc as it's a data/audio cd.
The soundtrack is a fun affair, lighthearted with a lot of upbeat, simple melodies. It spans just over half an hour, but doesn't bore easily..and you'll hear a lot of it during the game, as you'll retry each level many times because you just missed the timing for making that one lemming a digger.