Several commands at once

I was watching a video of someone playing and they were able to give their units several commands at once and they'd do them in order. E.g they told their scout to go to 3 different spots of the map and he went to each one. If I told mine to do that he'd just go to the last spot I right clicked on. How do they do this? Oh and they also told their commander to kill an outlaw unit and then collect the treasure afterwards instead of killing it and then telling him to collect it