All of the information below pertains to those PCs who do not wish to pursue the life of a Delver.
The main thrust of the Khelmorn's Gambit campaign is the intrigue and dangerous path that being a part of a Delving Guilds holds in store - but should a player feel shackled by the framework the life in a Guild might hold, they are free to explore other opportunities.
One of the major conceits of the Khelmorn's Gambit campaign, is that the Imperium - with a standing army of one million able-bodied soldiers and that controls hundreds of thousands of square miles of territory - has a very tight grip on the comings and goings of its citizens and their livelihoods - their commerce, trade entertainment and businesses. What this means is that at the behest of the Council of High Mages, it does a great deal to track, catalogue and corral magic and those that use it.
If you choose to play a spell caster or magic wielder of any stripe - Artificer, Cleric, Druid, Sorcerer, Warlock or Wizard (and to some extent Bards as well) you will - at level 1 - either start out as part of the Imperium's military or you will have not yet been recruited. Any citizen of the empire that exhibits a talent or ability for working the Weave must notify the OCR (Office of Caster Registration) or suffer heavy fines, imprisonment or on rare occasion, execution.
If you can use magic, the Imperium wants to know who you are, where you are and to use you, if possible.
Many magic users opt to join the ranks of the military simply because it affords them access to tools and necessities to learn higher levels of ability and to hone their craft - the Imperium picking up the tab for components and equipment. What do you think all those empire taxes are for? Its not just the roads that need upkeep.
The martial classes - Barbarian, Fighter, Monk, Paladin and Ranger likewise are going to be either active Imperium military, ex-military, outlaws or deserters. Active military affords a player access to weapons and equipment, ex-military need a good backstory reason for having been discharged (age or injury for example) and outlaws and deserters are, well... they're on the run, obviously.
Rogues by their very nature refuse to be a part of any kind of military service, in general being lawbreakers and outlaws, and spend a great deal of time avoiding, ducking and escaping military scrutiny.
Now, all that being said, Players should not feel confined by the shackles of this seemingly overwhelming hindrance to the adventuring lifestyle - on the contrary, it will only add to the overall experience as they will have to find fun and creative ways to shirk their duties, slip the bonds of service or likewise outwit the soldiers and officers trying to keep them in line.
Another way to think about this is Players discussing amongst themselves the possibility of being assigned to the same military unit, squad, platoon or company. A great many fantastic stories can emerge when a band of brothers work together as a unit - or desert as a unit, as the case may be.