To disembark from a ship, you need to meet two conditions:
First, the ship needs to be next to a beach tile - one of the spots on the map where the land slopes smoothly down to the water, rather than the more common cliff-type tiles. If you can walk armies along the tile and sometimes it looks like the army is walking in the water, you've probably found a tile that will work for embarkation and debarkation.
Second, you need to have all the units you want to debark selected, and then issue a move order as though moving out of a city.