Since the Roman Empire existed in the antiquity, preserving food was difficult at best, so they needed food that lasted long, hence, the main course of roman soldiers' meals during campaigns were grains and it's derivatives, mainly wheat, bread and hard biscuits.

However, an army needs a lot of energy, and the best food to get that from at the time was meat.

But carrying meat was cumbersome and preserving it was quite difficult, and so, most roman soldiers were given pieces of bacon, which is naturally preserved due to the large amounts of fat in it.

It was also quite common for a herd of cattle to accompany the roman legion in campaings far from major cities, as to maintain a constant supply of milk and meat to the soldiers. The milk was primarily given to the higher ranking officers, while the lower-ranked soldiers drank wine.

It seems strange, but Rome was an empire with it's roots in Italy, where the cultivation of grapes is favoured by the soil, therefore wine was the common drink that everyone liked, and it was considered to be more plebian than milk.

However, when campaings went on for too long, the supplies would run low, and the herd would have been eaten entirely. When this happened, any unfortunate merchant to pass the army or any farm or village the legion passed through would have it's supplies taken.

For the exercise, the first thing a Legionary was taught was how to march, since an army that had soldiers too far ahead or behind was seen as vulnerable, so the Roman Legion had to be a compact unit, ready to battle at any time.

According to roman historian Vegitius, the soldiers were required to march 20 roman miles (~30 km) in 5 hours. Physical exercise was also a major part of their training, running, long jump, high jump and various weight-related exercises (lifting, throwing, running with weights, etc). Vegitius also mentions that when the Legion was stationed near a large body of water, such as a sea, river or lake, the legionaries also practiced swimming.

After the physical exercises came weapons practice. For this, the soldiers used wickerwork shields, wooden swords, and spears, all of which were made to be twice as heavy as the ones that would be used in battle.

First, the legionary would practice against a wooden pole, and once a superior officer deemed the soldier to have achieved a certain level of expertise with his weapons, he would stop practicing alone and participate in a armatura.

The armatura was a training method borrowed from the training regime of gladiators, it involved single combat between two soldiers that the weapons instructor considered to be of similar level, for this, the weapons and equipment were replaced by ones which weighted the same as the ones used in battle.

Vegitius notes that weapons training was of such pivotal importance that should a soldier fail to meet the expected standards of a legionary, he would receive less rations until he proved, in the presence of a high-ranking officer, that he had met said standards.

EDIT: u/TiberiusRichter posted a link to a website that features recipes from ancient times in response to this comment. The "Bucellatum" and "Cato's Bread" recipes are perfect examples of what the roman soldiers made with the wheat they were given.

A mate of mine set up this website to recreate old Roman recipes. He covered Hardtack, a kind of rough biscuit made by soldiers. http://www.passthegarum.co.uk/