You need to order your units into their land. This would probably require using a support-move as well. Some of the basics are explained here, but there are better tutorials around people will point out:
http://www.phpdiplomacy.net/index.html
You control any land you occupy at the end of autumn moves (the 2nd set of moves)

... and once controlled, you continue to control that same land in subsequent turns even if unoccupied... until someone else occupies it at the end of an autumn move.

For territories that are NOT supply centers (i.e., Burgundy, Galicia, North Africa, Ukraine), ownership is reflected on the map immediately when it is occupied by another country's unit. That has no real significance for the game, though, as only the supply centers directly count toward victory.

Just don't let that confuse you when you're looking to take supply centers. Supply centers MUST BE OCCUPIED AT THE END OF THE YEAR in order to be claimed.

There are ways to think about ownership obtaining...

1. The Rule book says that ownership passes to whomever is occupying the province at the end of a Fall move

2. Think of the spring season as tourist time in europe where you pass through and no one really takes notice, it is in the fall where you settle down for the winter and stake a claim

3. think of the game Musical chairs where you walk around during the Spring and then in the Fall is when the music stops and everyone scrambles to get into a chair to own it.