Apart from fighting battle, legionaries would do many other things.
First, the Roman army were great builders. Often times when they were on military campaign, they would spend lots of time building fortifications and other types of weapons to make their changes of victory even greater. At time they would have even large scale projects, like building bridges. For example, Caesar writes about building a bridge over the Rhine.
Second, the Roman army also helped build things like roads. The Roman roads were created for the military to get them from one place to another in the quickest way possible.
Finally, keep in mind that the Roman army was almost always at war. Also it is important to note that military exercises were also conducted during the day.