You can order the selected units to move to a location by right clicking that location on the battlefield. A double right click will make them run there. If you want them to face a specific direction once they arrive, keep the right mouse button pressed and move the cursor in the desired direction while issuing the order. Note that this will also make them run.

Units that are already moving, can be ordered to switch from walking to running and back, by clicking the Run/Walk buttons on the left side of the Unit Settings panel.