Interloper problem

[Arjos]

To destroy buildings, simply select one and you'll see an hammer icon, in the bottom left of its info card iirc...
As for battle roles: consider spearmen as line holders or troops able to push; swordsmen mostly flankers or shock troops; missile are missile :D, slingers are awesome against armoured troops though; cavalry depending on how heavy it is, it can charge into infantry...
Key for cavalry is to charge (but not by double clicking, let every units keep a "walk" pace before engaging) and retreat repeatedly, but don't expect too much from light mobile cav against solid infantry...

Best advice is to figure out your own fighting style, and the faction best suited for it...
After that you can tackle anything I think, each faction/culture is very unique, so they all give different experiences...