Movement happens on the turn change only. Everyone who is to arrive at that turn arrives at the same time. Everyone who is stationary in that region takes part in the battle. If you arrive a turn early, before the rest of your realm, and face the entire enemy army on your own, you're screwed. If you think you will arrive a turn early, do everything you can to prevent it, such as using all your hours camping/scouting, click the "Delay arrival" link and hope it works, turn around if you have to, etc.
