He alludes to the custom of conducting the bride to the bridegroom's house. Her companions, i.e. her bridemaidens attending upon her, called her honourable women, Psalms 45:9, See Poole on "Psalms 45:9", and here virgins, because of their spiritual purity and chastity, 2 Corinthians 11:2.
Related Commentaries of Psalms 45:14
Psalms 45:14
14 She shall be brought unto the king in raiment of needlework: the virgins her companions that follow her shall be brought unto thee.