Usually the player located at the center of the screen, left click at the point you want the player to move, and he/she will walk or run to the wanted point according to the distance. After using Dragonmorph skill in the legion war, or you have conferred a acrobat knight eudemon,you can press [Ctrl] and left click on the direction you want to move. You can only jump a few times continuously because it costs your SP.

Pick up an item
Left click on the item and the player will get it.

Use items/equipment
Open the inventory and right click on the items you want to use.

Drop an item
Open the inventory, move the items out of the inventory to drop it.

Talk to NPC
Move the cursor on to an NPC, click when the cursor turns to a bubble.

Attack (physical/magic)
Left click on your target to give it a physical attack, and it won't stop until the target is killed or a stop by the player.
Magic attack is also called skill attack. You may set hotkeys for it. Move the skill icon to the skill column then press the corresponding hotkey (F1-F7) and to cast the skill.