It's really simple to set up Vectoring.
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Click on the city to want the army to come from, and drag to the
destination.  You'll see an orange line appear showing the vector.
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If you have a lot of cities, you can set up as many vectors as you like.
Try vectoring from the city in the south - your capitol - to the city
you have just captured.
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To cancel a vector, just click on the source city.