The Movement phase is your chance to move your troops. For example you can send them into the attack, move them in to cover, retreat from a superior foe or sweep around an enemy's vulnerable side or rear. Although the movement phase is the easiest to perform, it's probably the most important.
For the time being we'll just explain how warriors on foot move as they are by far the most common units in the game. Vehicles, bikes, cavalry and other units move in different ways to represent their greater mobility and these will be discussed in detail later.