Divisions need commanders (leaders) and have a min-max number of units to be raised. Go to a stack full of units and look at these units.
When you hover the mouse over each unit, the sub-units composing divisions will appear. You can click on the commander of a division and go to the special orders (second tab) and ungroup the units constituting that division.
The units of that division will be ungrouped and you will see them in the center window, the unit list.
Pick a new leader and, in that same tab, activate divisional command (there's a price to pay generally) if needed. Once divisional command is activated you can see the name of the unit in the unit has become grey.
CTL-click on the units you want into this division and hit CTL-C.
Well...remember that you don't need to wait a turn to see if a DIV is formed, it's immediately formed in your planning phase when the procedure is correct
I suggest you to train on this very important feature with the 1st tutorial.