The Diary of Anne Frank is a non-fiction work written by a teenage girl as she hid from the Nazis. The theme is an overall hopeful one as the girl tries to see the best in people and to imagine a future for herself.
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.