Gah!

Select the unit.

Move the cursor where you want it to go.

The cursor should turn yellow when it is iver a place you are allowed to go. It will turn red when you are not allowed (impassable areas).

While the cursor is yellow, click once.

The unit should march to that place.

If this does not work, post again. Tell us what the cursor looks like, what happens when you click, and so on.

We'll try to help you.