These options can only be selected when your country is at war.
AIR STRIKE:
Send your bombers for a joy ride.
HELICOPTER ASSAULT:
To blow up buildings or mow down the troops?
INVADE TERRITORY:
The only way to control enemy lands.
MISSILE STRIKE:
Watch things blow up from afar.
NAVAL STRIKE:
Out of the port and onto bombard cities.
SPECIAL WEAPON:
Put those fancy military technologies to good use.

An important note on how wartime works.
Every action you perform, from invading a province to bombing a house to issuing a press release, comprises an event. War begins with the first event going to the aggressor (the so-called 'Pearl Harbour event') and then the next four events (termed a 'turn') goes to the aggressor or the defender at random. Following the first turn, there is opportunity for other parties to intervene. Each additional party can perform one event in this time termed 'intercession'. The second turn then goes at random to the aggressor, defender, or these additional parties. The cycle then continues.

An important note on how many attacks you can make within 24 hours.
When fighting war, you can only use a capability once within 24 hours. For example, if you have a capability rating of '3 Air, 2 Ground, 4 Missile', then within 24 hours you can bomb three targets, invade two provinces, and launch four missile strikes.