There are a number of modes of travel available to you, in lieu of walking from place to place. However, be aware that using them may have level or item requirements, and they may cost gold or Neo Steam to operate.
Steam Balloons
Steam balloons are docked in settlements all over the world and can be used to travel across short distances. To use one, you will need to possess the necessary flight route, but if you gather all the routes for a particular continent, you can visit a Refining Machine to assemble them into a single atlas or portfolio. When you travel between settlements, it will cost you gold, but if you choose to travel out into the wilderness, it will cost Neo Steam. When you do this, you may land in the middle of a nest of enemies, so be careful. Also, if you fly into the wilderness, you will have to find your own method of returning to town...
Subways
Subways provide the most direct transportation between major towns, as well as the Colosseum and the Magnasseum. While you will not need to purchase a route like you will for steam balloons, your travel options are limited if you do not have a specialized class.
Submarines
Submarines are the only means of travel to and from Riall. If you have a specialized class, you can board a submarine at any subway station in your nation's three major towns.
Zeppelins
Zeppelins are used to travel between different continents. The only zeppelin dock in Rogwel is located in Garnedine, and the only one in Elerd is located in Nasdaim. To travel to the opposing nation, you will need to be Lv. 15.
Cannons
Cannons are a risky form of transportation, pioneered by the mechanically-inclined Crom. Like many services provided by this tribe, your fee is determined by your Crom citizenship rank.