

The Air Wing sort of jumps in to support that combat, that's the easiest way to think about it. Bear in mind, close air support missions, which directly Target enemy units in divisions, are only actually active when Ground units are engaged in combat. If you have airplanes active in an air zone, you can see the modifiers in the battle details tab of land combat. Planes work by supporting ground troops in combat.

Click the airplanes, as you've been doing, and right click them into an air region, then assign them a mission from the top of the box that appears.
