“After defeating Bern's remaining troops, Roy entered the Dragon Temple. He searched for the Dark Priestess to prevent the same tragedy as the Scouring from happening again. In the temple, Roy was to learn the truth behind the legends that he had always heard. What Roy was about to hear was completely different than what he had always believed to be true...”
The Truth of the Legend (伝説の真実 Densetsu no shinjitsu) is Chapter 24 of Fire Emblem: The Binding Blade, and can only be accessed if the player had all the legendary weapons in possession at the end of The Neverending Dream. At the beginning of the chapter, Jahn, will appear in front of Roy and they will have ongoing discussions regarding the The Scouring from the dragon's perspective.
This chapter is fairly long, with a total of 7 rooms, not counting the room from which you start, all filled with manaketes, one of which, in each room, guards a throne. After seizing each throne, a projection of Jahn will appear and tell Roy more about the legend of the Demon Dragon, and the next room is unlocked.
It is highly recommended that you save the legendary weapons for this chapter, because of how much easier it will be than without them, and there is no reason to let them go to waste. After seizing a throne, manaketes will periodically appear from the thrones of prior rooms, so don't let them surprise you.
After finishing this chapter, the player will go to the true final chapter, Beyond the Darkness alongside whoever was within the party at that time.
Remember that you're forced to bring Fae so you can choose only 8 other units.