"I saw the Shingo Parade yesterday" - This statement means that you saw the parade but does not specify where you were when you saw it. You may have been there, or you could have watched a live broadcast of the parade. You can clarify this by saying: "I saw the Shingo Parade on television yesterday" or "I watched a live broadcast of the Shingo Parade on television yesterday".
"I attended the Shingo Parade yesterday" and "I was at the Shingo Parade yesterday" essentially mean the same.
If you were part of the Shingo Parade, you would say: "I participated in the Shingo Parade" or "I was part of the Shingo Parade."