When being used on the main map, naval units are called fleets, even when only one ship is being ordered. 

First, make sure a fleet is selected. You should see a fleet icon flashing white on the main map, and ship pictures in the toolbar. Using the arrows next to the ships in the toolbar you can change the make up of the selected fleet. Increasing the numbers between the gold arrows increases the size of the fleet you are about to give orders to.

Fleets move by sea zones which are separated by light blue lines on the map. Once you have used the toolbar to select the ship or ships you wish to move, clicking in a sea zone on the map will order the ships to move to that zone.  However, ships can only move a certain number of zones each turn, so you must click in a sea zone where the mouse cursor looks like a ship's wheel. This means that the selected fleet can reach that sea zone during this turn.

All naval orders are easier on the zoomed out map. The magnifying glass button at the top of the toolbar takes you there.