If you open the Diets window, it'll say what they eat. By default they eat meat. You can enable fodder for them to eat in there by creating a custom diet for them.
The world map only provides additional migration options after you start a settlement.
I will be adding lots more to it in the near future. The goal is to let players establish their own kingdoms on the world map. They'd be able to see other kingdoms and have diplomatic interactions with them.