Orders are things that your character tells your unit to do, such as digging-in, training, or hunting. Repairing equipment, paying you men, and recruiting are also found here because it relates to the status of your unit, not character.
In all cases, links for orders that contain periods after them, (e.g. Training...) will lead to a second page where you will be presented with various options as regards your selection (in this example, the second page would list the various training options). Links without periods after them (e.g. Dig In) will perform their function immediately. Effectively, that means that actions with periods after them can be cancelled after initially selecting them, while actions without periods cannot.
For details on each order you can give, see: Orders