At the beginning of the story, Marlow talks about the Roman conquest of England and what the area that is now London must have been like before the Romans came. He does this to make an analogy -- he is talking about how England used to be barbaric and comparing it to Africa in his own day. He is saying his journey in Africa was like that of a Roman soldier to England.
Marlow is compared to Buddha because his journey to Africa and his meeting with Kurtz has enlightened him. He knows more about the human soul than he did before.