Mouse and Keyboard
Your character can move around in the game world by Left-click-ing (LMB) anywhere on the ground. Simply click on the desired location once. Note that movement can be interrupted at any time by performing other actions.
Also,clicking on certain elements on the screen (i.e. enemies) will cause the character to perform other actions instead of moving. Make sure to click on empty ground if you just want to move.
Alternatively, you can use Alt-Left-click to force you character to move, regardless of what you clicked on.
You can use the Arrow keys to move around if you prefer.