It puts a lot of stress on your knees and legs in general, especially on concrete. If you're applying for RM you're given your pair of boots when you pass the PRMC to wear them in although they tell you not to run in them until RT where they'll teach you how to do it, they aren't gonna make you run 30 miles in boots on your first day.
There's plenty of running with trainers but battle-marches and yomps are done in boots, I'd imagine the battle-marches are brutal on your knees since it's done in full battle gear and on hard surfaces.