Can someone explain to me if I start moving alone without troops or horses, with 40 crates on my back, am I going to move at all?
You will move, but really, really slowly.
And also the nearest bandit will jump you. And they'll be able to catch you because of the whole really slowly thing.
Don't think of it as strapping 40 crates on your back, by the way. Its more picking up a crate, moving it 100m, walking back, getting the next crate, repeat.