Google Translate says that this scenario is set in New Mexico or Texas (presumably West Texas), with Indians robbing a bank.
The long feathered headdress indicates that these are Plains Indians, probably Sioux, very unlikely to be found in New Mexico or West Texas, which are the lands of the Apaches and Comanches. Of course, the number of times real Native American robbed banks is, as far as I remember from my college history studies, about 0.
That leads me to conclude that these are actually palefaces dressed and made-up as Indians as a disguise, and, moreover, that the palefaces don't know much about New Mexico, Texas, or Native Americans. Now I understand the scenario.
The Czar's intelligence services have learned that something very valuable is or is going to be stored in the secure bank vault of East Bumfurn, New Mexico Territory, for a long period of time. They organize an operation to travel to America and steal that thing (probably a large McGuffin). (Sure, Alexander II was a reformer, etc. etc., but he obviously needed so much money that he was willing to sell Alaska, so why wouldn't he seize an opportunity in a remote and undefended place?)
They stop in New York City and visit Rainbow Fashions to buy costumes, which will be their disguises. Of course, the Russian guy who owns Rainbow Fashions doesn't know what the Native Americans of New Mexico Territory wear, but he has plenty of dramatic Sioux headdresses and leather jackets.
The proto-Spetsnaz team takes the train as close to East Bumfurn as they can, then buy horses to ride the last 40 miles across the desert. Finally, their destination is in sight.
Although they are the wrong kind of Indian, the Spetnaz will be speaking Russian, so the locals might come up with the story that they were robbed by the Sioux.
Google Translate notes, "The population of the village zagheril home, and lawyers decided to block the path of the possible escape of robbers and took positions around the village".
Those are some real Western lawyers, pardner, actually taking up positions around the village. Lawyers would be more likely to give the robbers their business cards so that they could defend them at their bank robbery trial.
Lawyers, after all, know that the best way to rob a bank is to get paid by the bank robber as he goes to off to jail.