Hi,
Your troops will be accompanied by a supply wagon. When a brigade runs out of ammo. Move the supply wagon to within the radius that is visible. The out of ammo sign will disappear after a very short time.
Though after the first battle/encounter. When in Barrackās supplies will be supplied to your Corps. The amount can be increased at a cost.
Another good set battle to try is 1st Bull Run. As the CSA. It starts with about 4 Brigades for the CSA.
Gradually, more troops arrive on both sides