He did not come in the dawning; he did not come at noon; And out of the tawny sunset, before the rise of the moon, When the road was a gypsy's ribbon, looping the purple moor,
Now we cut to the next day. The highwayman isn't back by dawn, or even by noon. Now the sun is setting, and he still isn't back.
The speaker takes a moment to notice the landscape again, and he brings us back to the image of the road being like a ribbon across the purple moors, almost the same words as he used in line 3.
A red-coat troop came marching— Marching--marching-- King George's men came marching, up to the old inn-door.
Then, a nasty surprise! Instead of the highwayman, a troop of British soldiers comes marching up to the door.
The speaker gives us a few useful details about the soldiers. He calls them "red-coats" and "King George's men." This lets us know for sure that we are somewhere in England (or at least the UK). It also lets us know that this poem is set sometime before 1830 (when George IV died).
In any case, these guys represent the law, and they're after the highwayman.