Some people has bought the game and is having problems regarding how to build new units in ECW, here is a tip.
You can build only if you have Military Control and the population supports you (more than 50% is enough)
the Regional Decision (Gain Support) helps and you should use it.
It takes two turns to finish and make the desired effect, but it increases your loyalty.
You gain military control with your army presence.
Select the Construction interface
If you can pay the cost of the unit then with a double click on the unit you want to build some regions turn to green, you can build that unit there.
Some units (most of them) can only be build in the region they were historically, for example, troops of the Army of the East will be only availabe in Eastern regions.