First: Congrats on buying the game:) - Are you on gameranger somtimes and up for a battle ?
Second: The only time you can issue move- and/or fire orders in "pause" mode is before you actually start a battle.
This is a realtime tactical simulator so you need to make your decisions as events unfold ,often not according to your initial plan, - much like a real world commander has to do.
Your units will however do much of the work for you: IE placed on "Defend" they will fire at all enemies in range.
Esc (End game?), F3 (Pause) and F8 (Options) will all pause the game. However, as Schnellmeyer said, orders can only be issued either in the deployment phase or while the game is running. The advantage to pausing with Esc or F8 rather than F3 is that their popup windows can be moved so they dont obstruct the screen if you need to analyze the situation before issuing an order. The rationale for oreders only before or during play being that once the jit hits the whirlygig small unit leaders cant call a time-out to think things through before making decisions.