If I get different types of military NPC's (2 riflemen, 1 melee, 1 heavy for example) they will be able to move with me in my party right? Also, whats the difference between my party and setting up a squad?
Yes, NPCs can move with you if they are part of your party.
In order to add NPCs to your party, you need to be at the same position as they are, or in the same room if you're inside a building or a ship. Then, you just have to click on the "party" meny on the right of your screen:
Select the NPCs you wish to party with, select the action "Add to Party", and click on "process". NPCs will now move with you!
The difference between your party and setting up a squad is that your party is moving with you, while a squad will move on its own, following a path you previously set.