Click on the soldier, and there will be some instructions at the bottom right of the screen, one of which is called "Standing guard" (I haven't played for a long time, I can't remember clearly, it seems to be this name, in short, it is nearby). After clicking on him, even if the soldier is attacked by the opponent's musket, he will not fight back (melee infantry will not, long-range infantry will, but he will not move). If you don't have this button, go to the settings and get something.