Make sure you have a Cog in the sea next to the province where your army is. Select your
army en right-click on the sea. They wil enter your ship. Select your ship(s) and as soon
as they are on the ship you will see an extra part at the information of the ship. Click
on that part and next reght-click on the province where you want to unload them and they
will go there. Think about the maximum load am Cog can handle.