The two week summer training camp was a big part of the appeal of joining the Territorial Force after its formation in 1908. For the men of industrial towns like Stockport, a camp in South Wales was a welcome break, despite all that marching. It's noticeable that the film focusses on the more relaxed proceedings, such as the camp kitchen and sports, with many happy faces on show - good propaganda for those at home.
Despite being drawn from English towns, the 159th (Cheshire) Brigade was part of the Welsh Division of the Territorial Force - hence the camp in Abergavenny (the title card in the film is misspelt). Stockport was the home of the 6th Battalion, but this film may include other local troops. Summer camp plans in 1914 would be overtaken by events, and after mobilisation at the outbreak of the First World War the 6th Battalion were already in France by November.