I agree caravana system shoud get a littel more attention. Cant figure out how dose they work

Can you tell me how to use them to make roads? I didnt figure that out. I even send them to other citys.

Such trade envoys (dictated by kings/emperors) were not the dominant mode of trade, even in their era. In most cases, their dominant function was to established trade routes by showing their profitability to the merchant/noble class (ex. Columbus, the Ming Dynasty trade ships, etc.). Or in the more sinister cases, tyrant dictated trade occurred because the route is not profitable and the trade is a tribute or subsidy (ex. China sending food by rail into North Korea).  But of course it would be silly to use this last type of trade mechanic because it would drain wealth rather than produce it.

That trade has been dictated previously in history does not mean it is a legitimate function of government.  That you are referring to the actions of tyrants should be a clue (assuming you don't think tyranny is a legitimate form of government). 

I think most of this could be done building from the type of trade system established in SOASE - trade buildings at your towns enable trade between towns - more trade buildings, more city wealth and more resource diversity => more and wealthier trade caravans traveling to and from your city.  It would make concrete (and more interact able) what SOASE only abstracted by using the length of longest trade route (that greater trade is the result of greater division of labor).

The point I was trying to make, actually, was that the legitimacy of a government and its actions is irrelevant to both its (pseudo)historical plausibility and its place in a game. Regardless of the LEGITIMACY of tyranny or centralized authoritarianism in general, they exist - both in the real world, and from the look of the lore, in the setting. That seems to be the way the Empires lean, at least.

On the Kingdom side, I suppose if you preferred you could picture the 'Create Caravan' action as instead representing the establishment of incentives and favorable tariffs that cause a trade route to come into being on its own, in support of the national interest in developing its frontier territories or conducting foreign trade in support of state diplomacy. But I don't see that this really makes a difference to the GAME. 

(Would be interested in discussing the historical issues - degree to which the noble class in a feudal system can be regarded as separate from the state versus a microcosm of the state, etc - with you elsewhere maybe, but letting that part drop for now before we go too wildly off-topic!)

You build your caravan in city A.  Send it to city B.  Provided it makes it there safely the merchant begins to travel between city A and city B doing his trading automatically.  Provided you keep the route safe and keep him from getting eaten, his trade eventually causes a dirt road to develop.  More time, and more trade later, the dirt road becomes a paved road.