The men in "In Another Country" are wounded soldiers. They have been fighting in a war and are injured during the fighting.
The war he refers to is World War I; the setting is Milan, away from the scene of the fighting.
When we meet them in the story, the men are in a rehabilitation program, trying to recover from their injuries.
The men are of various military ranks, but one of them, the narrator, is an American. In being injured, the men have been changed. Each of the men has lost something beyond physical ability, possibly courage and hope. As they rehabilitate their bodies, they also try to regain the emotional qualities they have lost.
This is especially true of the narrator and the major, yet the major has also lost a young wife. His loss is deeper than that of the narrator and for this reason makes a strong impression on him.
The narrator feels sick for him, but the major remains controlled, saying, ‘‘It is difficult. I cannot resign myself."