The sign in the museum says, Pan teaches the young shepherd Daphnis to play the pipes.
Unless playing the pipes
was some ancient Roman euphemism, I just don't believe that interpretation.
I'm supposed to blow where?
Roman mythology says quite clearly that Pan loved Daphnis, but there is some debate as to whether they were actually lovers.
Hard to tell now, but it doesn't look like a particularly Platonic mentorship to me. The statue is a 1st century AD copy of a 1st century BC original. Apparently, the original of this type showed Daphnis' right arm in a position that would have been understood by contemporaries as rebuffing Pan's advances, but Daphnis's right arm in this piece is a restoration, and so the gesture is not present here.