How to follow a Bannerlord Caravan
Some settlement quests ask you to escort a caravan across the map. Once you’ve accepted the quest, go outside the settlement and let time pass until the caravan appears—it usually won’t take more than 15 seconds of waiting. Once the caravan has appeared, click near it as it moves to follow it. You can’t simply click on the caravan: that’ll stop the caravan and start a chat with its leader.
If the caravan is attacked, you need to enter the battle to protect it. Caravan follow quests can last upwards of a week or two, so be sure you’ve got wages for your troops and a stock of food. As you follow the caravan, visit the cities on its route to buy cheap trade goods for your ongoing journey, if need be.