Incidental music is the music that was used as musical frame for a stageplay, or some other presentation that is not musical in itself. It is incidental in that it follows the action, the incidents. It can also be film music, a soundtrack to a video game, etc.
Since Locke predates the video game by a few centuries we can assume this music was meant for a stage play. In this case it was meant for a rewritten version of Shakespeare’s The Tempest. Rewritten for an audience of the Restoration period in England (after the wreckage of the Civil War): more comical and with music added. And machines! Machines to move the stage, so it seemed like there were real ships in a tempest I suppose.
The music to the play was written by a collective, of which Locke was only one. That was common in that time. Oddly, this music can also be seen as English opera. English opera of that time differs from Italian in that there is more spoken dialogue. So I suppose it is somewhere between incidental music and opera.