To order your military around, you have to use several menus. The most used are the military and squad menu.
After you set up the military with (m), you can manuallly order your squad around with (s). Often a movement command is preferred over a kill command. This because squads can become inactive after completing a kill, giving issues when there are more opponents. Set the squad to active before you relocate it for another engagement.
The next step is automate a movement order. To accomplish this, you need to adjust the schedule of an alert. Alerts and the accompanying schedule can be found in the military menu. You also need to set a location. You can set a location with points/routes or with a burrow. Burrows give more control where the dwarfs will stand and are the way to go for archers behind fortifications.
In the schedule menu (submenu of military alerts) you can order how many dwarfs will defend that specific location and in what months they should defend it. If you change the default schedule, changes will be effective immidiatly. If you added an alert with its own schedule, you need to set the squad to that alert in the squad or alerts menu.
The schedule menu isn't very userfriendly. Take your time to find out what alert/squad/month you are editing to avoid mistakes. Use the copy function to paste the orders of a specific month to another date or squad.
Instead of setting a point with the points/routes menu, you can also set a route. You can then choose the route instead of a location to make your dwarfs patrol. Patrols are effective for taking care of keas and the like. For sieges I like the burrow option.
To make one thing clear: do not assign military to burrows by the burrow menu. You ontrol civilians that way. If you really have to. Military is assigned to burrows in the schedule menu.
This is but a brief overview of what you can do and where you can find those options. I recommend
Tekkud on YouTube if you need a more extensive explanation.
What you wil not find in the tutorials is a sane way to set up the alerts in a real fort. Often I will use alerts for inactivity, peace and war. In peacetime, military will train, patrol or have time off. During the months, those roles are rotated on an individual basis. The war alert sends the archers to the burrows next to the fortifications and the melee dwarfs to the staging area behind the main gates. If needed, you can add war alerts for defending other directions.