Hard to translate, but the idea is:
Let's go where we should!
(See explanation of new answer in my post script at bottom of page.)
My suggestion is a simple imperative. This, admittedly, is without knowing the nuance and origin of En Marche! in French. My French knowledge does, however, tell me how important the phrases " ca (with cedille) marche." and "ca ne marche pas" are. That works. That doesn't work. My suggestion is only capturing the idea of movement forward.
cf. Forza, Italia! (Go, Italy!), the Italian soccer cheer, coopted for political purposes.
See Lewis and Short entry for pergo, pergere:
In gen., to go on, continue, proceed with any thing (esp. a motion),
to pursue with energy, prosecute vigorously
From Cicero Ad Familiares, 7,18:
qua re perge, ut coepisti; forti animo istam tolera militiam.
Therefore, go on as you have begun: endure your military service with
a strong spirit.
I thought I knew perge from medieval mottos, but apparently I only know it from a prep school in NYC called St. Bernard's.
Perge sed caute
Go forward, but be cautious.
Another possible translation of the idea of En Marche!:
Pergentes quo eundum est!
Quo eundum est!
As you can tell by my original answer, I liked the verb pergere to show movement forward. I agreed with comments about possible use of gerund or gerundive. I myself had been wondering about a participle. So, I did a search on gerund and participle forms. I found an intriguing sentence in Seneca that gave me the ideas above. It is in a discussion of the right way to live.
Seneca De Vita Beata, VII,1 (accessed on Perseus)
Nihil ergo magis praestandum est, quam ne pecorum ritu sequamur
antecedentium gregem, pergentes non quo eundum est, sed quo itur.
Nothing, therefore, is more important than that we should not, like
sheep, follow the flock that has gone before us, and thus proceed not
whither we ought, but whither the rest are going
I've simply made Seneca's negative a positive, quo eundum est from the negative non quo eundum est. The idea of direction is marked by quo. The contrast between going the way that must be taken (quo eundum est) and taking the way that just follows the path set by the previous flock (quo itur) maybe gets at the element of change En Marche! connotes. I dropped the est of eundum est to make a compact two word phrase in emulation of the French. In addition, the Oxford Latin Dictionary has an entry for eo, ire that notes the verb's emphasis on initial movement with a meaning of setting out on a journey. This usage supports the needed meaning here quite well.