Guns were behind the first line, as were the cavalry supporting the pikemen.

The regiments of musketeers were placed at intervals among the brigades of pikemen.
Pappenheim on his return to the camp ordered up the whole of his cavalry, and charged down with fury upon the Swedes, while at the same moment Furstenberg dashed with seven regiments of cavalry on the Saxons.
Between these and the Swedes there was a slight interval, for Gustavus had doubts of the steadiness of his allies, and was anxious that in case of their defeat his own troops should not be thrown into confusion.

The result justified his anticipations.
Attacked with fury on their flank by Furstenberg's horse, while his infantry and artillery poured a direct fire into their front, the Saxons at once gave way.

Their elector was the first to set the example of flight, and, turning his horse, galloped without drawing rein to Torgau, and in twenty minutes after the commencement of the fight the whole of the Saxons were in utter rout, hotly pursued by Furstenberg's cavalry.
Tilly now deemed the victory certain, for nearly half of his opponents were disposed of, and he outnumbered the remainder by two to one; but while Furstenberg had gained so complete a victory over the Saxons, Pappenheim, who had charged the Swedish centre, had met with a very different reception.
In vain he tried to break through the Swedish spears.

The wind was blowing full in the faces of the pikemen, and the clouds of smoke and dust which rolled down upon them rendered it impossible for them to see the heavy columns of horse until they fell upon them like an avalanche, yet with perfect steadiness they withstood the attacks.
Seven times Pappenheim renewed his charge; seven times he fell back broken and disordered.
As he drew off for the last time Gustavus, seeing the rout of the Saxons, and knowing that he would have the whole of Tilly's force upon him in a few minutes, determined to rid himself altogether of Pappenheim, and launched the whole of his cavalry upon the retreating squadrons with overwhelming effect.