That website includes the following passage attributed to the Encyclopedia of American History:
During the depression following the panic of 1893, businessman and reformer Jacob Coxey of Massillon, Ohio, and his California associate Carl Browne designed a publicity march on Washington to support bills that would create new jobs. Coxey led a march of the unemployed, followed by reporters, from Ohio to the capitol, demanding large issues of legal-tender currency and money for roads and public improvements. Coxey left Massillon on Easter Sunday, 1894, with about five hundred men and arrived in Washington in time for a great demonstration on MAY DAY. His parade was cheered by an enormous crowd, but when he tried to speak from the Capitol steps he was arrested, fined, and sent to jail for carrying banners and walking on the grass on the Capitol grounds.The Wikipedia article on the same subject includes a cultural tidbit that Frank Baum, author of the Wizard of Oz, witnessed the march, and there's some critical thought that the story is a Populist allegory.
To me, the interesting (and currently relevant) point of discussion is what makes for a successful protest march (or vote, or movement). It's easy to mobilize masses of people against a war or other negative situation. The more difficult political tactic is to organize people to achieve something new. People who are angry can be easily mislead, but people who are informed by a vision of something better are empowered to make real change.