I'm interested in the period, have Pharoah, and downloaded the demo. The first thing it says to do is drag a worker but I can't. Clicking and holding, which is the usual way of dragging with a mouse, does nothing. I tried right-click, left-click, both, middle, no luck.

It is click & hold. Are you dragging the right one? If you are still having trouble it's the one on the bottom-right. The other one is supposed to show you where to drag it to.