Can land units retreat as in can they do what naval units can do and retreat into any territory that those units attacked from?
Yes, all land units retreat into one territory from which at least one attacking unit came from.
Can they choose to keep attacking or retreat at the end of every combat step phase or just after the first?
Follow the steps in order. The attacker can choose to retreat in Step 6 of every round of combat. In other words, after the defender fires and all casualties are removed, the attacker decides if he wants to return to step 1 or retreat per Condition B of step 6
It says that land units and naval units use the same rules as air units after successful combats so does that mean that infantry can’t retreat because of them only having one move?
See answer to your first question. No, if the attacker retreats then an infantry will technically move 2 spaces, into the territory during combat movement phase and then during the combat phase as a retreat.
Also can multiple units Attack territory from different territories? Absolutely. Follow Turn Sequence. All units in a territory with enemy units conduct combat during the Conduct Combat phase. Units from one territory can move into multiple territories; units from territories can move into a single space to conduct combat.