The three tabs to the right of the screen are all used for giving orders. However, at the beginning of the game the top tab--diplomatic overtures-- is most useful to you. On this screen appear seven color coded scrolls.

On the first turn the only possible overtures are war and trade consulates to minor nations. To make a diplomatic overture, first select one of these scrolls, then click on the nation you select for the overture. A small symbol appears on the map within the borders of that nation. 

Because you already have embassies with great powers, cannot establish trade consulates with them. Embassies include trade consulates within them. You can always declare war on anyone you wish.

If you want to cancel an overture click on the icon that appear in that nation. It will disappear. Nothing is final until you end your turn. Overtures you make this turn take effect next turn. Some overtures may be refused by other nations, but trade consulates and declarations of war cannot be refused.