At the moment you can really only make them follow you by adding to your party ([Party] link on the right hand sidebar). Some NPCs allow you to enter a docked ship/vehicle when you are moving without aborting, but beyond this droids don't do anything.
so, whats the point of the pilot droids? lets say i have a pilot droid in a cap. ship and i jump my fighter i have docked in the cap. ship. are you saying that i can get the cap. ship on its way, then board my fighter and leave without it aborting its travel?
You can enter a docked ship without forcing the main ship to drop out of Hyper (maybe you want to install doors or locks or have 'quality time' with a 'passenger'), but ah don't believe you can ever undock while in Hyper
Well, some people will start travel in their ship then enter a docked ship/vehicle so they can move around NPCs/Droid/items or make locks. I think you used to be able to undock the ship and keep the other one moving, but that has since been removed - you cannot undock anything while the 'mothership' as it were is still moving.