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Just click the ship tab in the fleet menu for that ship, then click "move to fleet". That will allow you to move any ship to any fleet you want. When you move the last ship to another fleet you lose the captain of that fleet.
 
Just click the ship tab in the fleet menu for that ship, then click "move to fleet". That will allow you to move any ship to any fleet you want. When you move the last ship to another fleet you lose the captain of that fleet.
I don't see any ship tab anywhere. What do you mean fleet menu? In the port window? Is there some other menu that I don't know about?