And why would that be?
When it comes to submitting your own orders, this is really fairly simple.... Kestas has done an excellent job of making the user interface about as idiot-proof as it can possibly be. There is, for example, no option for an army at Livonia to support a move to Brest. Nor would there be an option for an army at Livonia to support a move to Warsaw if there was no unit capable of ordering a move to Warsaw at that time, and if the only unit capable of moving to Warsaw at that time was an army in Prussia, then there would be no option to support a move there from, say, Ukraine. If the interface gives you the option of submitting an order, then it must be a valid order. It might be a pointless order, like supporting a hold for a unit that isn't under threat, or a futile order, for example if unit A is ordered to support unit B to hold, while unit B is actually ordered to move.... but it's a legitimate order even so.
Possible orders can be puzzling, then, only when trying to work out what your enemies are trying to do, which I presume is the basis for the question. Since an army in Livonia can be ordered to St. Petersburg, and since a fleet in Norway can be ordered to St. Petersburg (albeit the north coast), an army in Livonia CAN therefore support a fleet in Norway to move to St. Petersburg.