MOVE OBJECT moves the object what ever way it is facing. If it's facing straight up, it moves forward (up) on the Y axis, and so on. If it's facing a random direction, it moves forward in that direction. Same thing with MOVE OBJECT LEFT and MOVE OBJECT RIGHT, they are relative to the object's local orientation.
To move them respective to global orientation, you can use POSITION OBJECT, i.e. to move an object "up" you would increase the value of it's Y position. Left and right is the X axis, and closer and farther is the Z axis.