Waypoints can be set when ordering a unit to a particular location. One way to give a unit “Go to” orders is to hold down the left mouse button and drag a movement arrow to where you want the unit to go. You can set waypoints by pressing the ‘Space Bar’ while the arrow is over a particular square. The unit will move to each of its waypoints on its way to its final destination. You can also set waypoints while giving a unit Patrol orders.