There is no follow feature in D3.
If you have broadcast off, or if you're using any of the control only this one character while this key is held, the other characters will not respond.

To box D3, you basically have broadcasting on.
You click somewhere, and they all receive the click and move there.
The movement is not exactly the same on any screen, but it is close.
Over distance the relative position will get more and more off.
But you can fix that by having everyone run into a corner, where the character that is slightly ahead cannot move until the others catch up or where the toon who is slightly behind has the opportunity to catch up while the others cannot move.
You can also hold a hot key, and while it is held only control a single character... which lets you re-group if one character has run off (maybe was knocked back or feared away).

Without a follow command, you need broadcasting enabled to move more than one character.

If the game had a follow command, you'd want to use the mapped keys (enabled) and broadcasting (disabled), like most MMO type games out there.
Or if you were to one-box the game, but wanted to use mapped keys (in which case broadcasting on or off wouldn't make much difference) you could.
For example, your right click could be configured to send several keys to the game, either all at once (several Do Mapped Key actions) likely with do not advance timers set for some, so they fire off every 'x' seconds or so, or in steps where it fires off sequentially 1, 2, 3, 1, 4.