The military screen is a clusterforget of options, mess about a bit and see what stuff does. Though, to actually do anything you'll need to use the Squads interface (type s to access it). When in the squads menu you can instruct your dwarves to kill something (press k when in the squads menu), choosing whether it's at the cursor, in an area, or select any number of creatures on the map that aren't your dwarves (this includes elves and dwarf merchants). You can also tell them to move somewhere (press m and press enter where you want to station them), and they'll murder anything nearby. If you want to cancel the order in the case that everything's dead or you made a stuffty mistake, press o to cancel the order.
Spam stone traps if your military sucks, seriously, they'll kill lots of things.
Also, don't release the hidden fun stuff from the adamantine, even [SPEED:0], enormous elite wrestlers with all their attributes haxxed to full can't beat them, as they spawn from the side of the map.
