Adelene, thanks for explaining that too me! I haven't seen anybody besides my dwarves (OH and the caravan that came in winter 
), but I'll keep an eye out.
I didn't mean the caves you've dug out - I meant the natural caves below your fortress. You'll know when you find them because you'll get a big-deal notification that you've found 'an expansive cavern'. They're pretty cool, but also pretty dangerous.
Also, how do I get my dwarves to fight? I had three in my active military, all well armed. Short swords, I forget what metal, but it was either platinum/silver/steel, one of those.
Platinum can't be made into weapons, and making steel is complicated enough that you're unlikely to have done it unintentionally. The swords are probably silver, then, which is not too good for edged weapons. It's awesome for hammers, though. (If you do have steel, that's a very good metal to make edged weapons out of, but not so good for hammers. It's also good for armor.)
And copper ringmail, leggings, gauntlets, boots and helmets.
Copper's not very good for armor, but it's certainly better than nothing. It sounds like you're getting the hang of making objects, though, which is good.
If you have cassitterite on your map, you can smelt your copper together with it to get bronze, which is much better. Or if you have iron ores (limonite, magnetite, hematite), those are good, too. Steel's basically the best, but that requires iron, flux stone (limestone, chalk, marble, or a few other types of stone that are found near limestone and chalk), and coal, and it's not too likely that you have all of those on your map if you're playing the newest version.
Shortly thereafter, I was attacked by "Zombie Capybara" and "Skeletal Capybara", but they were invisible. I couldn't find them, and every two seconds I'd see "(Dwarf) failed to (do something) due to Zombie Capybara" or whatnot. All six of my War Dogs died, killed out. They got a few of them, but my militia did NOTHING... Why? >_> sorry.
Ooh, you have zombies? That's not so good, especially if you only have silver. They're one of the tougher kinds of things to fight, and my understanding is that they need to be hacked to pieces, which hammers won't do. For future reference, when you're choosing someplace to settle, purple is not a good color to see on the map unless you're looking for a challenge.
Anyway, to answer your question - military dwarves basically act as civilians until you specifically tell them to do something, until they get to be very high level. It sounds like you already have a squad set up, but if not, that's done under the [m]ilitary screen. (Tip: When you're doing this, make sure to go to the s'u'pplies tab and turn off 'carry food' - this is buggy and will end with your militia leaving un-dumpable rotten food lying around if you don't turn it off.) Once you have a squad, you give them orders from the main screen by pressing 's' to bring up the squad menu (important note: unlike most menus, this one does NOT pause the game, though you can press space to pause it manually while this menu is open), then press 'a' to select your first squad, and select an order from the list. 'm'ove is a good one, and so is 'k'ill, 'l'ist. The kill-list command will bring up a list of all the things on the map that you can tell your squad to attack, so you don't have to find them on the map first. You should keep an eye on the squad while they're doing their thing - if you want them to retreat, you can clear their orders, at which point they'll turn back into civilians and run away. Also, when they kill something, the order to track that creature down isn't automatically cleared, so they'll tend to hang around the corpse rather than going off to kill the next thing on the list or going back to work, so you'll want to adjust the orders whenever that happens.
It's also a good idea to give your military a move order every few months or year or so, to remind them that they *are* part of the military and should be carrying good weapons and wearing good armor. Otherwise they tend not to update their equipment, and then when you need them to go fight something they run all over creation getting the right gear first.
Also, when you get messages like that, if you want to see what's going on, you can press 'a' to bring up the announcements list, scroll to the interesting announcement, and then z to zoom to where it happened. The creatures involved might have moved away, but it'll give you a starting point at least.
Additionally, one final, important question. What happens when you run out of ores and wood on a certain map? It's small, with only one big rocky-mountain-diggable area, and I can find no more ores! Is there a way to descend a level? Thanks
You can certainly dig down. Stairs are the best, but they're a little tricky if you're not used to thinking in 3 dimensions. Also, they can either be dug, from the same menu that you use to designate rocks to be dug out normally, or constructed, with [b ][C]. I recommend digging them, when you can - [d][j] will select the down-stair tool, and then you can designate a down stair to be dug the same way you'd designate stone to be dug out. Also, this can be done in an area that's already dug out, so long as there's a floor. Once your miners dig that out, you press > to go down to the lower level, and you'll see a tile that looks like a stone wall in the middle of a bunch of un-dug stone. You need to complete the stairway down to that level for the dwarves to actually be able to go down there, and that's done with the [d][i ] (up/down staircase) or [d][u ] (up staircase) tool. It's a bit confusing, since we usually think of stairs as one object rather than two, but I look at it this way: Stair tiles are a bit like one-way doorways. If there's a doorway, but it just leads to a wall of rock, I still can't go through it. The down-stair tile is a doorway to the lower level, and if there's rock on the other side of that doorway, it's not good for traveling, but at least your dwarves can get to the stone on the other side to mine it out so people can stand there. And since it's one-way, you need another doorway on the other side pointing back in the other direction, which is what the up-stairs do, and up/down stairs are double one-way doorways: One one-way doorway that points up, and another one-way doorway that points down.
If that's too tricky, I can also explain ramps, but stairs are better if you can understand them. Ramps are a little easier to make, but they're also a bit more dangerous - if you don't understand what's required to use them, or if you accidentally dig out the wrong thing, you can trap your dwarves, whereas if you do stairs wrong, most of the time your dwarves just won't use them at all.
Also, between this question and your comment about the invisible zombies, I wonder if you've figured out how to move your view up and down in general? The < and > buttons move your viewpoint up and down respectively. This is important, since even if your fort is all on one level, your map's terrain probably isn't, and you'll need to be able to keep an eye on all of it.
Edit: Also, this is entirely true:
You're in a particularly nasty embark point, for a beginner. Alternating freezing/thawing and undead creatures, plus the possible confusion of terrain that a flat plain would might obviate while you' were still getting used to Z-levels. Still, you're learning this game well, I think, on the whole.
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