The place is Denmark, the Royal Palace in Rosenborg. The year is 1629. King Christian IV is eager to show that Denmark is not the barbarian backwater that the French and the English believe it to be. And the way to do this is through Musick. Hence he has put together a most fine orchestra by systematically bringing to Denmark the best musicians from France, Holland, England and Italy. Tonight they are going to play.
The musicians as usual will come from the servants quarters through hidden corridors and take their places in the farther area of the Winter room. Their entrance is not seen and their presence is not acknowledged. They are servants after all, more or less on the same hierarchical level as the kitchen personel and janitors.
The place as usual is freezing cold. They put their instruments together and tune them. The King has not arrived yet, but an assortment of nobleman are mingling and talking. Tonight they will be playing a set of Galliards in honour of the successful hunting trip the King recently undertook. Now there is little to do except await patiently the arrival of the King who, sometimes, has been known to come as much as three hours late.
So while the audience grows and the noise of their conversation increases, the musicians start to play a few scales and arpeggios. Soon they are improvising on the scales and arpeggios, and being the finest musicians in Europe, they cannot help but produce a pleasant, unstructured tune. They keep playing. Some of these free form compositions are quite short, others a bit longer. They all have scales, arpeggios and tonal figurations they may use later in the actual performance. Some of the nobleman have stopped talking and are paying attention to the music. The musicians are now playing in great harmony – and even though improvised and free-form there is structure and beauty in the music they are playing. They are doing what their fathers and grandfathers and great-grandfathers have been doing for centuries as servants of the nobility: warming-up, enjoying music making and giving free rein to their imagination while they await their sovereign.
Later, after the performance, the English lute player will jot down on a piece of music paper, from memory, some of the improvisations they did. On another occasion they may play it again from a score rather than improvise. In fact, this very night some of the pieces they played as a
prelude to the King’s arrival and the main performance were previous improvisations that had been written down and polished to the point where they are now proper compositions.
But now, they interrupt abruptly their performance, stand up and curtsey, heads low: King Christian has arrived.
Does that answer your question?

Best wishes,
Bernhard.