Like subject says. Help says they just help build wonders. Apparently only making trade routes within your own civ works. Probably almost everybody knew this already.
You seem to have found another bug.
In theory trade routes are not possible. The "TradeRoute" flag has been removed from caravan and freight in the units.ruleset.
I have no trade routes. I cannot make any trade routes.
When I move a freight into a new city it does not offer the option to add a trade route.
(In earlier turns with caravans and the GTK client I did get an option to make trade routes but nothing happened if I pushed it.)