Since it is not possible to directly give Move commands to soldiers there is an alternative way to have them move and explore where you want.

First you have to make a soldier a patrol guard or make a group of soldiers patrol guards.
You then are able to place patrol flags to have them move to that location.
Thing is, only 8 Flags are valid and registered by the game and placing more will invalidate older flags and even become unremoveable and this can be annoying as your maps becomes cluttered with flags that don't work anymore.

To remove those flags you need to place a new flag on the same location first and then you can remove it. However if there are more then 8 flags this will invalidate another flag making it useless and unremoveable and so on.

The easiest way to clean up a lot of flags is by removing the Patrol assignment of a soldier or a group, flags will dissapear, and then re-enabling Patrol again.

To prevent flag clutter it is best, when you want to explore, is to place a patrol flag, have the soldier(s) move there, place a second flag for new location and remove the first one.
This allows you to explore dungeons as if you were giving move commands.

place flag, remove flag, place flag, remove flag and you can have them go where ever you want them. :)

Tried removing fluids, a lake or the river, annoyed it didn't work as the tile was filled up right away from a neighbouring water tile.

Pause the game!

By pausing the game you can remove fluids without the same tile being flooded right away and you can drain large bodies of water with out a pain.
Keep in mind though that any remaing fluid on the same level will still flood some or all tiles you drained as soon as you unpause. So it is best to remove all fluids on the same level to pevent this and add them back later if you have place fluid blockers.

-1) Make sure they don't get stuck on rooftops and starve to death.
-2) New citizens might get attacked while travelling to the Town right away and die. Citizens then might want to pick up their corpse to bury them and get killed by the same monster and then another citizen might want to pick up their corpse or the first one and get attacked by the same monster and die and goes another one and another one and you might and up losing a lot of citizens trying only to bury the others. Make patrol groups and dispatch them first to slay the monsters.
-3) You have tilled some ground and want to plant trees. You citizen might die getting the saplings as they have to go get them. To prevent mass death, plant trees one at a time and have soldiers follow the citizen that is going to get the tree sapling.