I think you might have missed the part in the assault section where it talks about being locked in combat.

That's okay, it happens to all of us at first. When a unit with a Weapon Skill is engaged in melee, it's stuck there until the melee is resolved (either due to victory, defeat, retreat, or the game ending). There are a very few exceptions to this, such as models that can teleport out of close combat, or models with the Hit and Run rule (which allow them to escape close combat).
Hope that helps, and good luck in the future!