Not all are available at all times, as many are contextual to army location (e.g. build something), commander ability (e.g. if he is activated), or need to be triggered by a special unit or a specific condition (e.g. promoting a general).
Here is the list of orders which will be available. Don't hesitate to ask questions!
Ambush: Irregular units like partisans, indians, rangers and raiders can try to set an ambush in wild, hilly or forested regions. If they succeed they will have great combat benefits against an enemy entering the region, including first fire and the possibility to retreat easily.
Forced March: Forced march allows the force to move at a faster pace, but stragglers will result in a loss of combat potential. Good leaders and light units are more able to succeed.
Shelter in structure (when movement end): The force will enter the structure (city or fort) in the region where they end their move. Useful when you want to garrison a structure with a force away from it at the start of the turn.
Make a (conditional) sortie: Your force is currently within a besieged fort or city. By ordering a sortie, it will join any combat initiated by a relief force outside the structure.
Naval Bombardment: Your fleet has some bombardment capacity and will bombard the first coastal structure or entrenched position they encounter, provided you also have a force in the target region (support bombardment only). The enemy can retaliate in force if he has emplaced batteries (beware entrenched guns!).
Build a depot: The force will build a depot by expending two supply units.
Destroy Depot : The force will destroy the depot in their location.
Build a Fortification: The force will build a fortification network by expending two supply units and two artillery units.
Destroy Fortification: The force will destroy the fortification in the region.
Promote a leader: The leader has gained enough seniority to be eligible for promotion to a new rank.
Evade combat (land or naval): the force is trying to escape fight in traveled regions. The chances are based on the Evasion value you have compared to the Patrol value your enemy has in the regions.
Disband unit / Spike the Guns : The unit will be disbanded or destroyed (for artilleries or supplies) and the troops will be disbanded. Be careful: disbanding a leader will send him to retirement!
Distant unload: Order your naval unit to sail to a coastal region and unload troops in the same turn.
