There are two ways you can move your selected army on the map in your own provinces. The cursor shows the type of movement a click on a given province would order.
If you want to move to an adjacent friendly province, click on that province with the marching soldier cursor.
If you want to move the selected army further, but still in friendly territory, click with the train cursor which appears over the distant friendly province. Your total amount of transport capacity limits the number of military units you can move by train in one turn. You increase the number you can move by building more transport capacity in the railyard on the Industry screen. Moving regiments does not in itself use capacity already assigned to transport resources.
