That is a gigantic question in all truth.
Npc's in Oblivion run tons of packages that send them allover the place, going to all sorts of different cells, I recommend visiting the wiki and getting learned up on how to use ai packages. There is no scripting required for this, *normally*, just getting used to the system.
http://cs.elderscrolls.com/constwiki/index.php/Main_Page <-- once in, try searching keyword 'Packages'
Once you get the system figured out, it's pretty simple, and you can give an npc a life of their own just by giving them x number of ai packages that are set to run at different times.
More searching around in the wiki will reveal more info about the whole deal, and I dont remember, but Im sure there is at least one Ai package tutorial floating around in there too.
Good Luck to you