Fast travel was already available in the previous installments, but AC III lets you use it directly from the map. If you have discovered a given area, just click on it and Connor will automatically move there.
Points connecting big, separate locations such as Boston and Frontier are unlocked in the first place. There is however a possibility of discovering fast travel paths inside cities as well, in the form of vast sewers. In order to discover them, you need to head underground and find them.
The proper path will be marked by arrows on the walls and special symbols that will become lit after setting fire to torches hanging from the walls (interaction button).
Search for them on forks in the road.
After reaching the exit, you will have to solve a simple puzzle. Sewer maps and puzzle descriptions have been included in the further chapters of the guide.