The best way is if they are all in the same group. Give them waypoints along the road - not too many, the AI knows to follow the road anyway and units tend to pause at waypoints. Make sure they are in column formation: behaviour safe is not essential but usually helps.
Note that the order of vehicles is determined by their rank, the vital rank being that of the commander for armour (I think) and the driver for cars and lorries. Leader first, then the others in order to the lowest at the back. You may need to play about with ranks or starting positions to get things to work smoothly. The AI will try and get the guys into order before setting off and if the convoy is starting in a confined space it can get itself tied up in knots and never set off at all.
If you don't want the vehicles to be in the same group but there are few enough that they could be, use the join command to get them into the same group just for the journey. grpNull may help you re-group at the end. See the un+official command refs in the Editors Depot for more info on these commands.
If there are too many vehicles for one group it gets more complicated but it can still be done. I have a feeling there may be a script snippet to do it - check the Ed Depot. If not then then useful commands are doMove, doFollow and distance.
Hope that helps