Follow Marshall is a generic quest given to the player by the current marshall.
You will be asked to follow the marshall or leader; first you will be given a notice, then you will have five days to meet up with them. You will be told where he is, and how many men you need to bring, which may be around 10 or more. Be prepared however, as the marshall may participate in massive sieges, or punishing field battles involving two armies.
When you join him, he will say what he wants doing, he might say "we will be moving shortly" you can right click his army on the world map, and left click on accompany. He will then move, and your army will automatically follow his army. He will eventually besiege an enemy castle, you need to join the assault. When the campaign is over, the quest will be completed.
While following him, you may be given other missions as well. After completing them, you will generally need to rejoin him again.