Well, basically, in 1642 during The War of Cataluña 61 soldiers from Yecla, under the command of a Captain Soriano Zaplana, went off to fight in line with some treaty signed with a Catalan noble. The Yeclanos were in Cataluña for six months but they were never called on to fight. They all got back to Yecla safe and sound. They were well pleased so they went up to the Castle in Yecla, did a lot of praying and suchlike and then took a picture of Our Lady of the Incarnation, known as the Virgin of the Castle, down to the town where she stayed in a church for a few days so that people could do even more praying and genuflecting. As the soldiers carried the picture down the hill to the town they shot off their guns Hezbollah or Hamas style. That was the start of the tradition. The Virgin in procession with lots of men shooting off guns. That's what you can still see today.
The celebrations were a bit of a movable feast at first but in 1691 a group called the Brotherhood of the Immaculate Conception was formed and, as a result, the town adopted that particular version of the Virgin Mary as their patron saint. The brotherhood commissioned a statue and when she was finished, in 1695, she replaced the original picture, from the castle, in the processions.
There was a bit of a blip in the celebrations in the late 1700s because of a fifteen year nationwide ban on the use of gunpowder. The Yeclanos kept asking for their fietas to be exempt and in 1786, Carlos III granted that concession. The guns, silenced for 15 years, took to the streets of Yecla again. The regulations for the revitalised fiestas, written in that year, remained in use right through to 1986. I presume that the style of the suits worn by the soldiers date from that time too.
There was another blip in 1936 when the Republicans set fire to lots of churches and burned lots of religious statues amongst them the 1695 Virgin. The one that gets an outing nowadays is a copy of the original. It was carved by Miguel Torregrosa in the 1950s and given a Papal blessing in 1954.
To be honest I'm not quite sure about all the details of the celebrations. It's a very male festival, and women are notable by their absence. Things like flag kissing and even flag waving are reasonably obvious but there are also children, referred to as pages, who have some part in the festival which I don't quite understand. The web in general and Wikipedia in particular has not helped. The key part though is that there are sixteen groups of soldiers (plus a couple on non aligned groups), each led by a Mayordomo, which dress up in those 18th Century clothes and process through the streets of Yecla shooting off their guns as they escort the Virgin from one place to another.
Should you ever decide to go you will need ear plugs. It is very, very loud.
