marking points

[Mihao]

Hi everyone. There's an option in the game to use marking points to move soldiers from one place to another not just in a straight way, but from one point to another. That automatic way of planning soldiers' route could be very useful. Paper manual says that to do this I should just press SHIFT and click points on the map I like my soldiers to go to, one by one. Well, it does not work. Where is the problem, and how to do it? Thanks for any help.