If you've issued the 's'quad/'m'ove order to station him you cancel the order with 's'quad/cancel 'o'rder. I haven't dealt with patrols, so if that's the route you've taken I can't comment.
The alert thingy is rather messy. If you don't touch it, your squad will do no training whatsoever, but you can still call on them (the totally green guys) with the squad command.
If you want them to train, I think you need to assign them to a barracks and set up a 's'chedule from the alert menu. The schedule specifies when they are to train in an organized fashion, and when they are sort of off duty. "Sort of off duty" means that they will still spend most of their time with individual training, and only seldomly perform any work. The only way I've found to get scheduled troops to work on more than "I'm bored and like to work" fashion is to remove them from the squad.
I've actually never used the military alerts themselves for anything, but the civilian alerts seem to be more effective than ordinary burrows in getting civilians into safety when activated. A warning with especially masons, though: if you activate a civilian alert while they are in the process of building something with a boulder, the silly buggers will slowly hobble to safety clutching the precious boulder. If you locate them first and cancel their jobs they will drop the stone and then move with a more reasonable speed towards safety when the civilian alert is activated.
I'm basically not using pit traps... It depends on what you're trying to achieve. If you want to block access e.g. with a dry moat, it will have to be at least two z-levels deep with an overhang (a floor or better, wall or fortification, jutting out one tile), because some critters climb like it's level ground. I'm not sure if 2 levels deep is enough, though. If you want to fling them to their death with a retracting bridge, I think it will have to be at least 2 z-levels deep to cause any damage, at least that's the minimum for a spike trap at the bottom to inflict damage on the victim hitting it. Also, I think victims hitting the wall before hitting the bottom will get their fall distance recalculated to start at the wall hitting point.