I don't remember playing the tutorial in MTW... but probably (I think that's the one where the Scots (rebels) invade?). I learned the basics from the tutorial in STW, in that first battle you have a unit of SA vs the enemy's YS, you cannot win the battle unless you take up the best position, hit them with enough volleys to bring their numbers down and then charge them.

HA's are tricky to get used to. When anyone starts out with HAs they will have a few disasters. Controlling large numbers is very tricky, especially if like me you do not use pause, but you do get used to it if you persevere. I find that that skirmish mode has little usefulness for HAs (it effectively means you're not in control - and skirmishing doesn't work that well for foot archers either) unless you feel they're safe enough and want to concentrate on another area of the battle.