From their website:
Today we are going to unravel the mystery of initiative, which we talked about briefly but haven’t explored in any depth. We’re also finally going to understand how and when activation comes into play, as well as how this will affect your game. Let’s dive right in.
Horus Heresy is played in rounds. At any point in time only one player, called the current player, will have the initiative. As the current player you can take a single action whether playing an order card straight from your hand, or executing an existing order from the strategic map. If you understand that an order card represents potential energy and activity on the battlefield, know that the action step is when those possibilities finally manifest.