Tactics: Use shields, wear armor, get your max fatique and melee rating up. For the fighting try to watch some lets plays. Most of the time you will see how not to do it but learn from it.
Caravans cannot be attacked. Atleast not now. Not sure if it will be possible in the future.
No you cannot build castles.
Orcs are some of the hardest enemies. Atleast the mature one. The young orcs are something between bandid thugs and raiders. To avoid their charge you have two possible ways. Wait the first turn til they close in on you. They are not near enough to reach you at that time. When they all had their turn, move you mercs on them. As soon as they are in you zone of control they cannot charge anymore. The other way is pulling back to get into a better defensive position. Use chokepoints on the map if possible or higher ground. They might stun you but have a hit penalty.
"I am a Paladin!"
>OMG, Malthus, there are no damn paladins in Battle Brothers...<
"OK, OK! Then I´m a wrecked down minstrel drunkard pretending to be a paladin, singing so wrong in the midst of battle that even the undead run in fear... Better?!"