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So you need to carry some food or wood? Well then, you will need a caravan. Caravans are the only way for you to do this. A single caravan can carry up to 100 bushels of food. Caravans can be quite heavy and combersome with all that food, though, so allow plenty of extra travel time.
Caravans are mostly used by Traders, but can be useful to normal soldiers too. If there is starvation in the region you are in, your men will eat the food carried in your caravans - preventing them from becoming sick.