Footage from the official broadcast also showed what looked like several intercontinental ballistic missiles, including the newly developed Hwasong-15s, which North Korea claims is capable of hitting the U.S.
Last month, in a move that seemed aimed at easing tensions, the North last month said it would send its athletes to the Winter Olympics, due to kick off in the South on Friday. While Pence pledged that the US would stop North Korea from threatening his homeland, Kim paraded mobile missile launchers through Pyongyang.
Pence, who arrived in Japan on Tuesday to meet Japanese Prime Minister, Shinzo Abe, is traveling to South Korea Thursday to attend the Pyeongchang Winter Olympics opening ceremony, just 80 km (50 miles) from the heavily armed border with North Korea. "One of the positives of her visit is that she is someone able to deliver a direct message on behalf of Kim Jong-Un", said Shin Beom-chul, a professor at the Korea National Diplomatic Academy in Seoul. He said previously said the point of his trip is to not allow North Korea to "paper over the truth about their regime".
Married to the son of North Korea's Workers' Party secretary, she apparently has quite a bit of influence on Kim Jong-un, and spends a lot of her time helping to protect her brother's image via the propaganda department.
Mr Moon is to have lunch on Saturday with North Korea's 22-strong delegation, which includes the titular head of state, Kim Yong-nam, and Kim Yo-jong, the powerful younger sister of leader Kim Jong-un.
"North Korea is actively engaging in inter-Korean dialogue on the occasion of the Olympics".
In a speech there, Pence said the US wants to "make sure North Korea doesn't use the powerful symbolism in the backdrop of the [Games] to paper over the truth about their regime".
Though Russia and China have backed the sanctions, they have repeated their call to consider the so-called "double freeze" plan aimed to settle the situation on the peninsula, which urges North Korea to halt nuclear activities and calls on the US and South Korea to refrain from joint drills.
Almost 300 North Koreans crossed the Demilitarized Zone between the two countries on Wednesday to participate in the Olympics, including 229 women that were part of a large "cheering squad", The Washington Post reported.