The goal of Warlords X is to control all the cities on the map. Once a side loses all its cities, it is out no matter how many units are still around.
You use various military units to achieve this goal. You can stack up to 8 of them in a single square. A large part of winning Warlords X is combining units efficiently (terrain bonus will make the whole stack move faster through e.g. forest, while a military bonus helps in battles). Hopefully your armies will be able to conquer cities that can in turn produce more armies. How to read the table below is explained here.
The most important unit is the Hero since he can single handedly turn a losing game around. He gains experience through fighting, exploring ruins and completing quests. Leveling up heroes leads to increased strength, battle bonus and better movement. Experience is not the only reward though, as special units (dragons, demons, what have you) might also join your hero.
Select a unit by clicking on it. Once selected, a red circle starts pulsating around the unit. Click your destination and the game will calculate the quickest (not always the shortest due to various terrains) path. Finally, click on one of the circles in the path to move there (typically you'd click the last circle to reach your destination). To group units in the same square, click the group button.
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Click the image to view an animated feature.
Heroes can look for quests in temples (hero to the left, temple to the right): 
Simply move on to the temple and hit the search button (the magnifying glass). The whole procedure (including completing the quest) is demonstrated in the animation below (click it to view).