To use "rally points" as I understand:
Select a city by selecting its city name bar. Find the intended destination for units made in this city. Shift-right-click that tile. All units in that city will go to that tile. Exception, water units cannot rally to a land tile unless it is a coastal city and land units cannot rally to a water tile unless they have the very advanced swmming promotion.
Each city can be assigned a different rally point. To erase a rally point go through the above but select the city tile as the rally point. This cancels the automatic movement.
To set for all cities on a given continent: Right-click on any city, all should show selected. Select rally point tile. Shift-right-click on the tile. All units will gather there.
To set for all cities on a given continent to rally in a city on that continent: Right-click any city on the continent. They should all show selected. Shift-left-click the city you want to use as a rally point. This will de-select that city. (If you do not do this, you will end up clearing all rally points.) With all other cities still selected, shift-right-click on the city to use as a rally point. If this is a coastal city, then both land and water units will automatically rally to that city.
