Thank you, MVillars. It's just a matter of selecting an appropriate map with a town, forming the units up in the streets, and then marching them down it (the OG on the right is the tail end of a unit drawn up facing the parade as 'security'). After that, you have to choose the shot and angle you want and "catch the moment".
EDIT 12/7:
Picture for today:
Spoiler Alert, click show to read: