They don't care if you take a photo of the parade, or the celeb from afar, they just don't want you stopping the celebs and asking for a photo with them or an autograph. The celebs are there to do a job, not to schmooze, you know? If they offer to, that's cool, but as an extra, you should not ask. Also, the extras may be asked not to even take photos of anything, since depending on the setting they are trying to create while filming/showing the extras, it may not convey the "look" they are going for. Meaning, if you are watching someone perform a song, they want you to look like you are really watching and enjoying it, smiling, showing the taping camera your eyes, etc, not hiding your face behind your camera and taking pictures.
To be honest, the celebs will undoubtedly offer to take a photo with folks they are interacting with during downtime or whatever, but don't count on it, and never ever ask.