Instead of direct commands, Majesty 2 uses a system of rewards. In order to get your heroes to target a specific creature or building you place a flag on it and offer a reward. The more you offer, the more likely heroes will be to answer your call.
There are four types of flags. There are Attack, Defend, Explore and Fear flags. You right click on the target to place a flag and then you can add a reward using the panel on the bottom right of the HUD. When you put a gold amount in as a reward you can see in the central panel how many heroes are interested in taking on the quest. If the number is 0 you will need to add more money or the quest will be ignored.
Attack flags can be set on creatures or enemy buildings. Defend flags can be used on carts or your buildings. Explore flags can be set anywhere on the map. Fear flags are for telling your heroes to avoid areas of the map. You will use Explore and Attack flags the most. Defend flags are very handy when you are building in a new area which is unprotected, such as when you are building a new Trading Post or Defensive Tower. You will also have to use Defend flags for certain missions when you need to protect a cart. You don’t really need to use Fear flags at all but if you find your heroes persistently wander into a dangerous area and you want them to wait until they are tougher then you could use a Fear flag.