Caravans make regular trips throughout Faerun, offering safe passage from
place to place for 2 platinum coins. They can be boarded at "caravan fields"
located in each major city, usually near the most prominent city gate.
Currently caravans serve the following cities: Waterdeep, Silverymoon,
Longsaddle, Daggerford, (Baldur's Gate), (Candlekeep), Zazesspur, Darromar,
Silkhole, Berdusk, (Proskur), Applehill, Westgate, Hillvale, Highmoon,
Shadowdale, and Zhentil Keep.
(The cities in parentheses are not built yet; it's not possible to enter a
caravan there, but you can exit a caravan there.)
To use a caravan, buy a caravan token from the seller. When you are about to
depart, give the token to the seller and climb in the caravan. Wait until the
caravan reaches your destination ... and then exit the caravan.
You can eat and drink IN the caravan (they sell basic goods), but if you
leave the caravan, you will need to get another token before you are allowed
back in.