The Musketeer Range is a Colonial Age Military Building. It is where a player can train Musketeers, the ranged unit of the age. It is the first unlocked military building of the age. In order to construct a Musketeer Range, a player needs to have unlocked the Muskets technology.
It is highly recommended to build the Musketeer Range, as the Musketeer has great range of 7 tiles and can prevent retaliation in the next turn by the Grenadier if the terrain is favorable. Musketeers also can resist more than a few shots from artillery units of past ages.
For more information about the military unit, visit the Musketeer page.