You should improve landscape surrounding your cities as fast as possible - every improvement gives significant benefits for the city in which's reach is has been build. You shouldn't create too many extra improvements - the only functional are the ones which you intend to actually use.
It is done by creating workers in your cities and giving them proper orders. As a rule of thumb I propose to build one worker for one city - it should be enough except specific situations like rebuilding improvements pillaged in war, or after inventing important technology giving new specific and important improvements (like Railroad or Lumbermill).
In medium-game if you don't want to micromanage all workers it's a good idea to automate them. Before you do this I strongly recommend turning off the option allowing them to change already existing improvements.