Do you mean across the sea or between provinces? If the latter, you pick up the group of units and move it to the other province. Most likely it is the former, so I'll explain that.
You must have a port at the province you start from, and an unbroken line of your ships to the province you want to attack. If there is a ship of a country you are at war with in one of the sea areas, it won't work. Then you move the troops directly to the province.