In order to effectively kill stuff you have to train a militia. Go to the nobles screen and assign a captain or commander, exit from the screen and go back (not sure if this was necessary), now assign a another captain (it's called something a little different this time.) Then go to the military screen and look for that second captain, create a new squat with him and assign up to nine other dwarf to it. Then you have to set their schedule, when they are on duty and when they train, you also have to give them a uniform, which was basically their armor.
You also need to build a barracks I think it was called, which is a room where they can live, eat, sleep, train, store their equipment, etc.
Then you wait for months as they train and actually gain skills in armor and weapon use amongst others.
Then at any time you can use the squat menu (not sure what it was called anymore) on the main playing map to tell your squat what to kill on the map.
That's how you kill stuff.
A good thing to have is a working and staffed hospital because there will always be injuries and some of those can only be healed by a doctor with the appropriate skills.
See, it's such a simple game.
