You can order your guys to hold position, which creates a 1 rank line. Then you hit the F2-F4 stand closer command, and that adds a rank each time you do, but reduces the number of files. So you can easily create a nice thick box by spamming that a few times with an infantry group, which is great for reducing incoming arrow damage (as shields are more densely packed) and cavalry penetration (as they get bogged down by the mass of infantry). And, as you've figured out, the advance command is great for keeping your men packed together as they slowly charge into the enemy.
If you've got a couple of infantry groups, you can make more complex formations, like a skirmish line in front of the infantry (spread out with F2-F3), the main infantry block (3-5 ranks deep, F2-F4'd), a flanking assault infantry group on the back left (hold F1 for a ranged hold position command, then select the spot), a spread cavalry line on the back right (F2-F3'd, hold F1 and place flag) and archers to the rear on a hill (preferably) or in front and to the right (two ranks deep with one F2-F4) with the skirmishers in a defensive line behind them to cover the withdraw when the enemy get within close range.
If you get two main line infantry groups, which is difficult because you can't split stacks (in my mod I've done this with boardmen and pikes as the rhodoks) you can form up so that there are two main infantry blocks with a wide space between them, with the archers behind and in the middle, the assault infantry and skirmishers behind them, and cav on the flanks. It lets you basically pull a Cannae, as the enemy will charge up the middle at your archers, so you unleash the assaults and skirms and pull back the archers, then order the infantry blocks and cav to charge. Suddenly the enemy infantry is surrounded and getting ripped to shreds!
I've also, when playing as the Rhodoks against the Khergits in my mod, formed up with crossbows mixed in with the pikes in a 5-7 deep box (keeps the cav at bay and lets the xbows do their work), boardmen to the rear (khergs love firing arrows there), assault inf groups on either side and skirmishers (with their deadly javs) to the fore.
But of course native lacks the troop roles and sufficiently good infantry to let you do most of this. If you try to do anything more complex than forming up on a hill in front of your archers, you'll get run down by enemy cavalry.
