During your turn you can pick three heroes/squads to move and attack. The order markers let you select the order that you are going to move/attack. Use the X one to fool your opponent, and don't let him/her see your numbers until you play your characters.
Let's say you and I are playing. I place Order Marker #1 on Agent Carr, #2 on my Venoc Vipers, and #3 on Mimring. You place #1 on the Izumi Samurai, #2 on Drake Alexander and #3 on the Krav Maga Agents. We roll for initiative and I win.
1) I get to move/attack with Agent Carr.
2) You get to move/attack with the Izumi Samurai.
3) I move/attack with the Venoc Vipers.
4) You move/attack with Drake Alexander
5) I move/attack with Mimring
6) You move/attack with the Krav Maga.
Now the round is over and we start again selecting heroes/squads to move, rolling for initiative, and playing.