Although the reign of King Edward VII lasted only from 1901 to 1910, the Edwardian period is often extended beyond Edward’s death in 1910 to include the years up to the start of World War I in 1914.
The available recordings of music, such as wax cylinders played on phonographs, were poor in quality by modern standards. Live performances, both amateur and professional, were popular. Henry Wood, Edward Elgar, Gustav Holst, Arnold Bax, George Butterworth, Ralph Vaughan Williams, and Thomas Beecham were all active. Military brass bands often played outside in parks during the summer. [Wikipedia]
This was the period in Western classical music during which modernity took hold and romanticism began fading into the background (though it lived on in one guise or another into the late 20th century at least.)
For a general description of the Edwardian Age in broad brush strokes see http://en.wikipedia.org/wiki/Edwardian_age