I read a sentence in a chapter in my book which was:
But now - now I march at the head of my retainers to Lucknow to try and drive you from the country.
I don't know what "at the head of" means here.
"At the head of" means the speaker (Hanwant Singh) is the leader of his army.
In some cases the phrase can literally mean "at the front of", such as when someone marches or rides at the head of a parade. But the use in your example is more likely to be figurative. Singh may not actually even be with his army in person, just with them in spirit, in that his leadership inspires them to achieve the goal of driving the British from his country.