You can retrain units by dragging the unit from the army into the unit training window of a province. The province must have the buildings required to build the unit in the first place. (See page 30 of the manual for more details)

To move men across the sea you need to set up a chain of ships from the start point to the destination. There can be no enemy ships in the sea zones with your ships. Also the province you are sending troops from needs a port unless you are playing as the Vikings in the Viking invasion add on. (page 33-34 of the manual)