When inside a spaceship that you are Captain of, the window will show a list of the current orders, with the one currently being executed at the top.
When the mission is active, the orders will be undertaken in the order they are present in the list. What happens to a completed order depends on the state of the repetition mode.
There are two modes for undertaking orders. One is 'one-off', represented by the downward straight arrow. When an order is completed it is deleted from the list.
The other is 'repeat', represented by the loop. Completed orders are moved to the end of the list.
(list the available orders and what they do)
Orders to land at a specific city's airport can only be made when the ship is within sensor range of that airport (or orbiting the planet). To order a ship to land at a specific city at a remote planet, you'll need to order it to orbit the planet, ride it there, then add the order to land at the desired airport. For planets with only a single city, it's easier to use the 'land at best airport' function.