There is no such thing as "Holy" in Final Fantasy VI. There is a spell that is very similar called Pearl. It's actually probably just a bad translation but nonetheless that is what it is called. If Pearl is the spell you want only one esper teaches it, this is the Alexandr esper at a rate of x2. You can pick up the Alexandr esper in the World of Ruin. In order to do this make a party that includes Cyan. Fly to Doma Castle and spend the night, you'll see a cutscene where three ghosts jump into Cyan's head and you have to go in as well to save him. You'll go through a series of weird scenes in Cyan's mind (I always loved this part, reminds me of a David Lynch film). Eventually you'll kill Wrexsoul and save Cyan, he'll gain all of his Swdtechs and you'll be on your way. Now that you have finished this scene go to the throne room and look at the throne, voila! Alexandr for the taking. Good luck!