This incident did not really have much of an impact, if any, on the actual outcome of World War II. And it did not have much of an impact on how the war was fought. The only real importance of this is in how it affects the way we remember the war (and of course it affected the people involved, like one of my great-uncles who died in it).
The Bataan Death March happened after the US and Filipino troops surrendered their last position on Luzon in the Philippines. This was the island fortress of Corregidor. After the surrender, the troops were marched 60 miles or so off to a railhead that would bring them to a prison camp. Along the way, many of the prisoners died because of the brutal way they were treated.
This became important as a symbol of Japanese brutality during WWII.