Seeing this photo is a reminder of the expertness in marching of the pre-WWI British Army, the regiments of which marched everywhere (no lorries were available then!). Since this was a route march, I presume that the Regimental Band and the Pipes and Drums are providing marching music - on route marches the Band and the P&D took it in turns to provide music to regulate the marching cadence of the battalion. The battalion marched for 50 minutes in every hour, and during the ten-minute break the NCO's inspected for foot blisters.
Good books on this subject are:
James Cramer, "Military Marching: A Pictorial History", Tunbridge Wells, Kent: Spellmount Ltd, 1992 - A retired RSM provides a good history of marching and a review of various national marching styles.
David Murray, "Music of the Scottish Regiments", Edinburgh: Mercat Press, 2001 (original edition published in 1994 by Pentland Press). This is a superb book if you can obtain a copy! It is a valuable work about British military music in general, and Scottish military music (both band and pipes) in particular, along with side-excursions into other aspects of regimental life. Great photos - especially the 19th c. images.