Ooooh, a question I can help with. 
You have to actually select each ship in the sector. When you click on the ships on the map, a small window will open at the bottom that shows all the ships in the sector. Only one of the ships will be highlighted. You have to go to that window and highlight the other ships you want to include in the fleet. It keeps count of the logistics for you, so you can create the biggest possible fleet if you want.
