An army's vanguard troops advance to engage the foe before their comrades. Sometimes this is a point of honour, sometimes because they are eager to fight the foe and occasionally because they are expendable, and their general wishes to tire the enemy out.
After both sides have deployed all their other forces (including), but before either side has taken a turn, units with the Vanguard special rule can immediately make a 12" move regardless of their Movement value (they can't march, and are affected by terrain as normal). This cannot be used to move the Vanguard troops to within 12" of the enemy.
If both players' armies contain Vanguard troops, players should roll off. The players then alternate moving their Vanguard units one at a time, starting with the player who won the roll-off.
Units that have made a Vanguard move cannot declare a charge in the first turn if their army goes first.