Well you got the right game, since this is why I don't bother playing ETW (I can't fathom how I'd approach that diplomacy after the excellent interactions in EU3).
Yes, it's difficult to learn and the tutorials are useless; outdated and far from comprehensive.
You don't move merchants in the TW sense; you find a center of commerce and you can send your merchants there (click on the province, you should see a 'send merchant' option).
You have to have the army regiments you want to group in the same province, then select them all and at the top of the list should be a button to join them all together.
Colonists are like merchants; you have to select a territory that's not yet ruled by any faction and that's within range of your capital. You'll have the option to send a colonist in the province view panel.
Some stuff I only found out about after the AI did it to me ( you can seize colonies in the middle of a war without waiting for peace negotiations).
I found playing as England (reloading after screw-ups, or just starting over, repeatedly) helped me a lot to understand the mechanics.
CR
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