The first few entries were made by Anne at the Frank home on Merwedeplein in Amsterdam. The July 6, 1942 entry, and all other entries until her diary ends were made in the Annex where her family was hiding.
Anne does not mention a marching band at any place in the diary. Please keep in mind that this is a category about Anne Frank, the real person, and her diary, not about the stage play "The Diary of Anne Frank", which is extensively fictionalized.
Anne's original diary is now in a bank vault in Switzerland, and is owned by the Anne Frank Foundation. The red-and-white checked diary at the Anne Frank House in Amsterdam is a facsimile, which is freely admitted by the Anne Frank House.