It usually happens automatically when two enemy armies are in the same region at turn change. There are ways to change that, if you go to "Orders->Unit Settings->Encounter settings", you can change how your men engage other troops. The wiki goes into more detail:
http://wiki.battlemaster.org/wiki/BattleAs far as advice, it depends on the situation but generally train depending on how much gold you have (or can get people to give you) and try to stick with your realm-mates. Ask some of your realm-mates about how they have things set up and what all is going on.
