The study of history relies on piecing together a picture of a period of time from a number of sources. A single account can never be truly representative so history can only ever provide an approximation of what was felt and thought at the time.
Some fiction attempts to bring these historical periods to life by throwing a fictional element into the mix. There are two main ways of approaching it and both can lead to very interesting results. One is to take a real historical figure and fictionalise elements of their life, either by attempting to follow real events or by placing them in novel fictional settings. The other is to take a fictional character and place them in their historical setting.
There is a lot of room for experimentation and the results are ofter spectacular.