Trying to use my own military! I build a barracks and they just stay in there
assuming you managed to train them, use comma and period to select between groups, this will toggle through settlements, migrant groups, and warrior bands. Select your warrior band and you'll need to Leave settlement, then you can Move much like migrants.
Otherwise one barracks only holds 10 warriors so you may need more.
Check your military info too see how many warrior bands you have, you can also merge them into one if you have multiple