There are two ways that you can move in Allods Online. With WASD Movement, "W" will move you forward, "A" and "D" will cause you to strafe left and right, "S" will move you backward, "SPACEBAR" will cause you to jump, and "Q" and "E" will turn you left and right.
To use click-to-move you must first enable it in the Interface section of the Settings menu. Once it is enabled, left-clicking on any location will automatically move you to that location. Additionally, you may also left-click on an NPC or a player to automatically move you to them.