You need to speak to your minister - found in the castle or lords hall of your capital/main town/castle (from what you say you've appointed Rolf to this roll.) He'll implement your orders - send emissaries (to other kings asking for peace or declaring war), distribute fiefs, send messages etc, make you lord of a town or whatever. You can change your minister so don't worry - I use my wife as she's not much use for anything else.
Your lords are independent (like you were as a vassal) and can come and go as they want but will often hang out at their castle/ patrol around their fief if they have one. Any of your lords will tell you where the others are if you go 'I want to ask you something-, then 'I want to know the location of someone'.You can also (as Marshall) gather you vassals for a campaign via your minister in your capital.
hope this helps.