In one of the advert screenshots, I see the Roman legion in the testudo formation. Will they do that automatically when attacked by archers, or is there a command I execute? What other formations will be available?

This is a special ability of one of the unit types, Triarii.

i think you got to research it in warfare tab maybe? dunno or it might just be demo version isnt showing it us lol. if your plebs are moaning kill them and replace the work force with slaves to produce your food.its funny =)