Yuurou ~Transient Sands~

Riku is a knight of the Yuurou empire, part of a medieval fantasy world known as Varcias. One day, returning to Yuurou through the desert, Riku found a girl lying nearly unconscious on the sand. This girl is revealed to be Azusa, a modern-day Japanese schoolgirl who, thanks to a time warp, ended up in Varcias. Riku must now help Azusa return to her home world. But enemy forces are attacking Yuurou, and the Empress is in desperate need of assistance...

[summary from MobyGames]