If I have moved units on to a ship, and then that ship gets attacked, do I add their points to my defense power?
In the board game A Game of Thrones: the Board Game, land units do not board ships, and thus do not occupy the same location. Rather, ship units allow you to treat two coastal locations as adjacent for the purposes of using March orders on land units.
From the 2nd edition rulebook, page 23:
As a further note, when using the Support order: whilst ship units are able to provide support to adjacent land or sea locations, land units can never provide support to sea locations; as on page 18:
However, it would be possible, for example, to use a ship with a Support order to transport land units into an enemy-controlled location, and then have that ship support the land units in the subsequent battle.