You can make a whole army move as one if you form an army group (CTRL+1 on selected units for example) There's also preset army formations if you use that option as well.
You can have them move in smaller increments by using the little buttons in the bottom left corner of the screen. There's also buttons there to increase or decrease the number of rank and file. That's very helpful if like me you're very anal about the look of your armies.
Some companies have their own individual skills, the cavalry you mentioned can form wedge. yari ashigari can spear wall, arquebus can fire by ranks.
"How does this game compares with American Conquest or Cossacks series? "
It doesn't really, those two were more traditional isometric RTS's with base building. This is a turn based empire builder with 3d battles.
It does compare in that it's a bloody good game like cossacks and AC though.