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WARNING: on the second tutorial level the 3rd sign will not go away - just send all your units to the Prince and you'll finish the level.
Your prince has been stolen by an angry dragon, it's time to gather your forces and rescue him from certain doom in Tower Moon. Be wise in your troop selection as the wrong move can mean total failure.
Use the mouse to command units by left clicking them then clicking where on the level you want them to go. Finally click go to complete the move.