The narrator returns to Tereza's dream of marching around the pool while Tomas shouted orders and shot those who disobeyed.
For Tereza, the horror of the dream was the naked marching part. This stems from her childhood, when her mother never let her have her shame.
She was also horrified that the women were all singing in unison, rejoicing that they had no individuality.
Why was Tomas the one shooting them? Because Tereza came to him to make her and her body unique. But by cheating on her, Tomas does to other women the same things he does to Tereza's body. In this way, he sends her to march naked with the other women.