I'm not sure what you mean when you say that you "click somewhere else," so I'm not certain if that detail may be what's catching you up.
For me, in the main worldview screen, if I select a unit, such as a Worker, and I press Ctrl + 1, then I manually select another unit, say, a Warrior, then I press "1," I will see the screen centre on my Worker and my Worker will be selected.
As for selecting multiple units, this game isn't quite a Real Time Strategy game (even with simultaneous turns in multiplayer, although that setting brings it closer to a Real Time Strategy game), so we can't group units on different squares from each other, as Testhero has implied.
The game actually fudges things a bit when you select multiple units on the same square as each other... your number key actually follows the left-most unit (in terms of the list of units on that square) out of the units which you had selected. As part of that numbering, any of the other units who were selected at the time of pressing Ctrl + the number who remain on the same square as your selected unit and perform the same movements as your selected unit will also be a part of that numbered group. So, if you move the units separately, even if the units end up on the same target square, they will no longer remain grouped with each other. Move them to another square as a group and they will stay grouped together.
Of course, if you perform an action with your units, such as attacking, they will only attack one at a time. If there was more than one enemy defender, then the first attacker of yours will stay on the same square after the fight and will have ungrouped himself from the group. Therefore, they won't be performing a group action when they attack. However, if there is only one enemy on the target square and you move your whole group to the target square, the units will remain grouped together, as they all will have moved together onto the square that the enemy unit had occupied.
But, in general practice, you attack with the left-most units first, and you often attack a group of enemy units with your group of units, so if the left-most unit in your group attacks an enemy group of units and wins, your attacker will have ungrouped himself from the other units and thus pressing your number key will only select that attacker of yours. Meanwhile, if your attacker is the left-most unit in your group and he/she dies, then the number, which was associated with your dead unit, will not select any unit anymore.
Another point to keep in mind is that you can't use the numbers from your Number Pad (you know, the extra set of numbers on the right-hand side of a larger-sized keyboard, where the 7 key duals as the Home key, the 3 key duals as the Page Down key, etc). Those numbers will actually move your units and thus those numbers can't be used when grouping units.
In summary:
Essentially, the game has rules for the grouping of units that are independent of numbering. Numbering only works on one unit. However, the rules for grouping will still apply to units who are numbered; it's just that you don't number a group, only a unit, so you have to turn to how unit grouping works to figure out when other units will or will not remain grouped with your numbered unit. And, if your numbered unit dies, pressing that number won't select anyone until you assign a new unit to have that number.
