You have to set the wing to the ground support mission as normal. The main purpose of attaching the air wing to the army is so that it will automatically change airbases to remain close to the army's battles, as well as changing air zones to follow them as needed.If I attach a CAS air wing on an arm, will this air wing support the army's front of do I have to issue orders as well? Thanks!
Any air units on ground support will automatically support battles in their air zone. It's not necessary to be assigned to an army for that to happen. I haven't seen anything that says attached air units will prefer their army's battles when there's a choice. So the benefit of the feature is simply not having to manually shuffle your CAS units as your armies advance.