With a unit or group selected, press Shift, then right-click on the ground to place a waypoint marker. By pressing and holding the button you can also set the direction a formation is facing. The unit/group will proceed from one marker to the next. Waypoint movement is useful when directing early scouts to certain locations or to specify a movement path around another nation's territory (e.g., when sending a Merchant, Spy or army to a certain location beyond a nation's territory). Furthermore, using this method can allow you sneak behind enemy lines.