Dwarf Fortress is a procedurally generated game. This means that every time you make a world, an entirely new, never-before-seen continent/history/civilization/etc. is created.1
The Dwarves of The Pink Galley are dwarves who, in your world, happen to live in some place that got the name "The Pink Galley." There's really no more to it than that. There's no Dwarf Fortress canon or official backstory wiki, etc. You can load your world in the Legends mode, where you may be able to discern some of the history of whatever place happens to be called The Pink Galley.
As mentioned in the comments, the message you're seeing is one about your own settlement. Congratulations, The Pink Galley is you, and you know how to train eagles!
1 - You can 'seed' the world generator in order to reproduce a previous world, but this is the exception, not the norm.