下令 (xià lìng) is a formal verb meaning 'to give an order' — it focuses on the act of issuing a command from a higher authority downward. It is similar to 命令 (mìng lìng) but 命令 can also be a noun ('an order'), while 下令 is always a verb. 指令 (zhǐ lìng) is more technical (an 'instruction' or 'directive'), and 吩咐 (fēn fù) is softer, everyday 'to tell someone to do something'.