I would recommend that you look at this question that was answered by me and /u/BritainOpPlsNerf. While /u/Moldplayer does a good job at explaining it, I hope I fleshed out it better. This exact post details how cavalry would be used in battle, specifically the Battle of Jena. If you have any other questions please ask.

Cavalry still had the role of being the shock force of the army. They were the only ones who could effectivly plug a gap in the line or exploit a weakness in the enemys. Cavalry would ussualy try to hit the flanks of a line or column, or else hit a scattered and retreating unit to destroy them. The square was very effective when facing cavalry alone but was useless fighting anything else. So the idea was that the different arms were supposed to fight in conjuction.

So you move your cavalry up forcing the enemy to form into square. Then you move up light artillery or infantry, this would force the enemy ethier to be destroyed by the enemy fire, or form into line and be destroyed by the cavalry.

One of the most succesful charges in the Napoleonic wars was at Albuera in Spain where a regiment of the Vistula Legion (Polish lancers fighting for the French) and the 2nd Hussars (French light cavalry) completly wiped out three British regiments.

Cavalry were also instrumental in recon. They were the eyes and ears of the army and could also interdict enemy cavalry to reduce their knowledge of their positions.