You must own port city/camp in both coasts of sea that you want to cross...build ships in port city and with help of those, you can transport your army.
You can also use your order member's cities/camps as ports of some coast. Main thing is that you have to own at least one port city where you must build ships and be aware that you can not cross different seas if they are seperated by land and ships can be mowed only from port to port. Therefore you should capture more than one port city un different location (or you can build tunnels to port mercanary camps and in this case you can travel to ports even if there is land in betwween). In some servers there is bridge over some of them so there is no need for ships...hope i explained as you understand... Ask if something is not clear.