Utilizing these units in combat will require more than just selecting them and throwing them against enemies; rather, you'll have to tactically plan your approach given your resources. In the demonstration, Covenant elites quickly killed a squad of marines ill-suited against the Covenant's needlers. Queuing up several warthogs did the trick though, easily countering their weakness against vehicles.
Ensemble promises both cooperative and competitive multiplayer when the game ships sometime next year. Cooperative play through the campaign will only be available online, as will competitive matches. Details weren't given for either, unfortunately. Despite some sketchy details on certain aspects of the game, Halo Wars, at least in this point of its development, looks like it could be the exception to the “PC only” real-time strategy rule.