1. Explain it simply
千万 adds strong urgency to a request, warning or reminder.
It almost always pairs with 要 (be sure to) or 别 / 不要 (be sure not to).
Word order: Subject + 千万 + 要 / 别 / 不要 + verb phrase.
千万 is for advice and warnings, not for stating facts - you cannot say 他千万来了.
2. Show examples
路上车多,你千万要小心。
Lùshang chē duō, nǐ qiānwàn yào xiǎoxīn.
There's a lot of traffic on the road, so you must be careful.
千万 + 要 for 'be sure to'
这件事你千万别忘了。
Zhè jiàn shì nǐ qiānwàn bié wàng le.
You must not forget this matter.
千万 + 别 for 'be sure not to'
明天开会,你千万不要迟到。
Míngtiān kāihuì, nǐ qiānwàn bùyào chídào.
Sandhi:Míngtiān kāihuì, nǐ qiānwàn búyào chídào.
There's a meeting tomorrow, so you must not be late.
千万 + 不要 for a strong warning
3. Share a tip
Always keep 要, 别 or 不要 after 千万 - 千万 needs one of them to complete the warning.

