In any field, find the strangest thing and then explore it
Epitaph Online doesn't use the conventional system for exploring areas between areas. Instead, Epitaph uses a CYOA-style exploration system (Choose Your Own Adventure) to navigate the terrain between cities and towns.
How do I know where I can explore?
When you come across a room with, 'From here you can make your way farther into the big, scary world.' in the description, it means that there is an explorable zone accessed from that location. You use the 'explore' command to instantly explore the immediate area, or the 'explore list' to see if there are more than one explorable zone.
Do I have to explore every time I want to get to a place?
Not every time, no. Once you have discovered a place (whether it's a town, a city or anything else) within the exploration area then this will be added to your 'fast-travel' list. This means you can 'hike' to this location from an exploration point - just remember though, you will take a wellbeing hit from hiking, the amount depending on how far the location is.