My guitar teacher was in the Marines Band (is there just the one?).
Every RM musician needs to attain above average in both a wind instrument and also a string instrument and they undergo 3 years training. So for instance in an orchestral performance a trumpet player may have to play the guitar on that occasion but will be a trumpet player on a marching parade. The Corps of Drums are not classed as musicians and they have separate, but just as thorough training of 2 years and they have to be proficient as a drummer and a bugler.
All RM band have to undergo military training before musical training, they usually perform medical roles in a combat area (stretcher bearers, etc.).
(Edit) I've just relised that you may have been referring to bands. as opposed to guitar players. There are lots of RM bands i.e. Plymouth Band, Portsmouth Band, Lympstone Band, HMS Raleigh Band, etc., etc.