You will start the game with only being able to go between cities or other locations
via a horse. This becomes difficult once more locations are unlocked and you have to
go back and forth between them frequently. You will be able to unlock and use fast 
travel stations in the game. These also appear on the map to make finding them easy.
Using this option does have a cost of 100 Florins, but it is worth that amount to 
transport to your destination instead of a long horse ride.