Since everyone keeps railing on the military screen I'll just write a small guide through it.
1.
(m)ilitary has 7 tabs.
(p)ositions is basically the screen you're familiar with where you can (c)reate your first squad. Easy enough.
(a)lerts is your stay indoors type option as well as telling the soldiers to guard certain spots or whatev. It has three columns that show the name of the alert (enter assigns it to civilians here,) what squads are set to it, and the burrow that civilians will stay in under that alert. It comes populated with one alert that will get soldiers sparring once they are assigned to a barracks and on that will set them to work on civilian duties, just so you don't have to quite figure that out your first time.
(e)quip tells individual dwarves what uniform to wear (or their whole squad if you hold shift when you press enter with them selected.)
U(n)iforms is the screen for actually defining those. You start with leather, metal, and archer predefined but you might as well make your own once you care what they are equipped with. I don't like what enter does on this screen but oh well.
S(u)pplies and ammunit(f?)ion you can figure out later.
and (s)chedule ties in to alerts, namely it is the instructions for squads during whichever alert. You can tell them to do something different each month if you want and say how many need to do it (if you assign a minimum of 4 in a 6 man squad two guys will go off to eat/drink/sleep and then come back over before someone else goes off to do those things- unless it's life threatening.) The copy and paste functions here are convenient.
You'll have to go to the horrible effort of looking at the top or bottom of the screen to find the keys for doing any of those things but I'm sure you can handle that.
2.
(s)quads is a real time menu- going into it does not automatically pause the game. Each squad you've defined back in military shows up here and gets a letter up at the top. You've got to choose them before most of the options here become available. You can tell them to (a)ttack a particular unit, though this is sometimes glitchy. If you were careful about your squads in 40d you know to tell them to (m)ove (or maybe it was station?) somewhere until you see they're grouped up and then you send them in. They'll still attack hostiles near enough to them so this is often as good as a kill command. You've got to hit cancel (o)rders to let them stop doing either of those things and go back to their regular schedule, even if they already killed what you told them to attack. The other options here are duplicate functions from the military menu, except for select individ(p?)uals which I don't use at all.
Basically the menus just aren't a format you're used to and some of the selection methods aren't quite like what Toady did so many years back when he set up other things.