Final Fantasy help!!!?

I know that in Final Fantasy 7, you have cloud and vincent and reno and tifa and all them. But then at the end, you have a guy named Zack (my friend explained this to me but I am still confused). When i watch a music video, it shows zack helping cloud and dying. But what movie/episode is that in. Please help...i really want to know so i can watch it and understand it more.