If you are playing the campaign, you will be rewarded with some HQ Tokens at the end of each mission, which may then be used to acquire special HQ Commands (among other bonuses). These can be accessed by selecting the HQ unit and then clicking on the symbol of a flag. The number inside the flag represents the number of Command Points you currently have. Command Points can be gained whenever a friendly unit gains momentum, completes an objective, or dies.
Clicking on this button will bring up a new screen, which shows all of the Commands that your HQ can take advantage of. Using these will cost Command Points (in addition to any Action Point costs listed). You can use a Command by clicking “select” and then right-clicking on the square(s) on which you wish to use them.