Select the army you want to go raiding, and in the top right you'll see a button that looks like an axe crossed with a torch. Press this to turn them into looters.
If you move them into an adjacent foreign province to one of your own, they'll begin sieging it and granting gold and prestige to you. If you want to raid places further away, you need to raid coastal provinces and park a boat in the ocean space next to it. Depending on how many boats you have, they'll acquire gold until they're full - you can see this with the bar in the bottom left when you select the ships. You get the gold and prestige when you dock your ships in one of your counties. Do note that you cannot raid other Norse, unless they convert to another religion.
This is also how it works in vanilla, I'm just assuming you've never played vanilla pagans.