Transport can be split in to several catagories: land, air, and sea/water.
The most common way to travel would be land. By this method, walking is the most common way to travel. However, there will be wagons and animals to ride on, this is the slowest way to travel.
The second way to travel would be by air, if your DM allows it you may be able to travel by air ship, blimp or even zeppelin. This mode of transport is mostly common in a more modern story setting.
Also a common way of traveling, mostly by boat. Can be faster than by land, but is extremely dangerous for most given the environment.