From FFG as posted before:
The answer is that the cavalry card can be played in any legal
position and is treated like a free card play. It does not need to
follow another card. In this manner, you could draw two cards and
still play cavalry cards.
I don't think you can play any cavalry after you've taken the second card.
The 3 actions explanation threw us off a little bit the first time we played. We decided to think of it as:
Check to see if you are ahead in any section then take two actions.
An action consists of:
A. Playing a single card or several identical cards face up into any section.
B. Take a card from your draw pile.
Your second action is to make the above choice again. A. or B.
As for when you play cavalry:
Check your section.
Take your first action.
Play cavalry--optional. (You may play a cavalry card that you just
picked up if you chose the pick-up action.)
Take your second action. (Again you may play the card you just picked
up in the first action if you chose the
YOU CAN NOT PLAY ANY CAVALRY CARDS AT THIS TIME.
Your turn is over.