Is it possible to have a guitar in a marching band ?

You can have a guitar in a marching band, but unless you are amplified, no one will hear you. I've marched with a guitar and a battery powered amplifier, but the sound was not particularly good. I went out the next day and got a banjo. The banjo has a resonator and the sound was loud enough to carry over the low br. If you absolutely want to march with a stringed instrument (and your director allows you to) I would suggest you try it with a banjo.