It's almost not an Oz story if it doesn't have Dorothy. L. Frank Baum learned that lesson rather quickly. His second Oz novel, The Marvelous Land of Oz, is the only one to not feature Dorothy. Every other Oz novel he wrote featured her in some capacity. In most of the stories, she is one of the main protagonists. In some others, she appears in some other capacity, such as to welcome the story's hero or heroine to the Emerald City or to rescue an imprisoned protagonist (such as in Rinkitink in Oz). But Dorothy is always there.
For Adventures in Oz game stats on Dorothy and info on the Adventures in Oz Characters Pack, click here.