Having them all attached gathers them around you commander and enables you to move them all at once, but detaching them gives you much more tactical flexibility. You can choose to attach or detach divisions from the command chain as you see fit.
Unfortunately the scenario mode isn't much to speak of, since it only includes four battles (Bull Run, Wilson Creek, Mill Spings and Shiloh), and on top of that the battles really aren't that interesting Your divisions are represented by banners on the map, unless you zoom all the way in, in which case you'll be presented with ugly animations. There are nine different realism factors, with five different settings each, so in essense you have 45 different difficulty levels to choose from. After choosing what kind of game you want, you'll be taken to the realism screen, where you can set the difficulty/realism for the game. The game has both a campaign mode, where you get to lead the side of your choice to victory, and a scenario mode in which you can fight individual, tactical battles. This turn-based strategy game was released in 1995 by Empire Interactive Entertainment, and depicts the entire American civil war.