As a squad leader I can't set squad orders
It was changed a while ago I believe. Now to set an order to an objective, you should press and hold Q (or the other button if you changed the default layout) until the menu appears. After that, at the bottom you will see a green line, choose it and the order will be set.
Here's the screenshot:
The text in green can be translated as: "Give order". (Yes, it's the Russian version of BF3)