Just as a disclaimer, I've not played Red Devils Over Arnhem, so my answers may be slightly different from what you'd expect. In fact, I think all the scenarios in Red Devils are in Highway to the Reich, which also has the battles around Nijmegen and Eindhoven.
To cancel the orders of any unit, simply give them a new order. If you want them to hold still while you figure things out, you can give them a defend order and have the formation be In-Situ, which tells the unit(s) to defend where they are. Just be aware that due to orders delay (I'm not sure if you have this on or not), it may take a while for them to respond.
Unless you specify differently, any group of units that travels a decent distance will go in road formation. In this formation, the HQ will assign a unit as the advance guard who will act as your scouting unit. Depending on your route settings, aggressiveness, etc., you can set it so that the main body of the group will avoid any enemy units discovered by the advance guard, or you can set it to try to clear the path of all enemies.
Managing your overall forces is largely personal and you have to figure out what works best for you. I often have at least one or two detached units whose sole responsibility is scouting (always try for a lightly armored motorised unit). They often get mauled over the course of battle, but their information is essential. Micromanaging is up to you and based on the situation. If you need a regiment to capture a heavily defended bridge, then send a regiment. If you think it's lightly guarded or even undefended, a single company detached from a nearby battalion will do the trick.
Your question about the 3 objectives with a regiment is dependent on so many factors: reinforcements (yours and the enemy's), the value of each objective (can I hold 2 and leave the 3rd untouched and still claim a major victory?), enemy strength (here's where scouting is critical), choke points (bridges, cities that are intersections of multiple roads), and other things. I usually play as the Allies which means that the Germans will only get stronger as the battle wears on, so I try to strike quickly at multiple points and then dig-in and wait for the counter-attack.
Honestly, if you buy either Highway to the Reich or Conquest of the Aegean, they both come with excellent manuals and 2 full blown tutorials that will show you almost everything you need to know. (I assume it's the same with Red Devils, but I can't vouch for it.) The learning curve is long, but they do a superb job of getting you up to speed.
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