Sorry if this is already covered elsewhere, but perhaps another newbie will find this useful information:
Any soldier carrying a First Aid kit can heal HIMSELF.
I've been struggling to have them heal each other, or trying to run a medic
around. That's fine, and it works, but if you're desperate (and you usually are)
you simply have the soldier equip his own kit, then place the cursor right over him and click the action button, and advance time. You'll see the health bar progress a bit, and the First Aid bar deplete a bit.
I suppose this might have been in the manual.