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Geraint said:
Sorry, I worded my question really badly. What I'd meant to ask was, is the intention to transport these men nearer to the enemy and disembark them or can they operate whatever weapons they have from inside the vehicle? And what use are the cavalry scouts anyway? (total newbie remember!)
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This is a matter of how closely you want to follow historical doctrine depending on country and a matter of personal preference. The US Army, for instance, had a very "battle taxi" concept with regards to APCs until the adoption of the M2/M3 Bradley series, with some notably exceptions in how things played out on the ground in Southeast Asia. That is, the point of APCs were to add mobility to infantry, transport them to the battleground and have them disembark and fight.
The appearance of so-called Infantry Fighting Vehicles (IFVs) such as the Bradley, Warrior, and BMP-3 (and BMP-2 to a very limited degree) showed a change in what the vehicle's role was supposed to be. That is, the vehicle was now supposed to be a platform that could be fought from, both by infantry riding (firing ports and this ability is not modeled in SP) and in terms of a base of fire by dismounted infantry.
Cavalry Scouts, mounted, vehicular, etc, really depend on your play style. I would recommend reading as much in depth as you find interesting on scouting tactics and then playing around with how useful you find these units. They can be very useful in terms of keeping a watchful eye on your flanks or other gaps in your line of advance. Some people also use them as a semi-expendable method of scouting enemy force composition.
They also usually have size zero, which in game terms means they can be harder to spot, especially when in cover. If all their weapons are disabled sometimes enemies will run right by them without even noticing, giving you a potentially crucial edge.
As for the other questions, indirect fire units can be accessed in the bombardment menu, which is mentioned in the game manual, allowing units with the appropriate radio contact and command level to call in artillery strikes. I would recommend reading the manual section on indirect bombardment for more information. The HQ, on the other hand, generally does sit the game out. If you have to commit it, you're usually in a bad way.