These are four Shoshoni who volunteered to be cavalry scouts. They liked adventure and when everything else was disappearing in their culture, they opted for this as an alternative. They were very, very good at it. The painting shows the transition – an attempt at assimilation – from one culture to the other. Of course, it never worked.
There were regiments in the Wyoming/Montana area who used Shoshoni scouts but this flag is of an undesignated regiment. The same is true of the location; a lot of landscape would have detracted from the purpose of the painting so the background was kept simple to enable the viewer to concentrate on these four men.