Strictly speaking, you can make them move in formation under the following conditions:

1. You run (with them on follow) in a straight line for a long ways so they all line up behind you pointing the same exact direction.

2. You only use the move forward/backward and strafe/left/right keys to adjust them into formation.

3. You only use the move forward/backward and strafe/left/right keys to move them around while in formation.


I do this at times but it really only works

A) if you line them up very well first,
B) for relatively short distances, and
C) pretty much falls apart if you're lagging or if you're pushing lots of movement buttons on and off.
and
D) you're not in a laggy capital city.

In short, don't expect much.

Find a nice open area, run your main forward/backward for 20 seconds or so to line them up, split left/right into formation and try moving them with the broadcasted forward/back/strafe keys and see how it does.