Lord Buddha taught his students in different ways so that they could purify their obscurations of body, speech and mind. In order to purify obscurations of body and to accumulate merit, we offer prostrations, circumambulate holy places and conduct pilgrimages.
Most important when doing so is our intention. Our motivation should be: “I will go on this pilgrimage to meet holy places, holy masters so that eventually I can attain enlightenment for the benefit of all sentient beings.”
Since pilgrimages involve effort, hardships and other factors such as fatigue, etc., we can view these possible endeavours as purification practice and should think: “No matter, what kind of difficulites I am enountering now, may they purify my body, expression and heart and I therefore be able to lead all sentient beings to buddhahood.”