Hi!
If the WIA manual mentions Command Radius its an errata.
It's a game concept used on other AGEOD games (American Civil War and Napoleons Campigns) but not used on WIA, as in here there are no Army or Corps stacks which use command radius.
The lines you see while pressing the key are a different thing.
They represent the kind of link between the surrounding regions: blue means river crossing, deep blue amphibious link, brown a land link, gray a road link (If i recall the colors right

)
Cheers!