A trade network is a network of roads, railroads, harbors and airports that connect all of your cities together to share luxuries. A worker can be told to create a trade network by selecting the worker and hitting (control+N). The worker will begin to make roads (or railroads if you have the research necessary to make them) and connect all of your cities and the resources in your boundaries. If they ever complete this task the work will become available to be reassigned to another task. More than one worker can work on a trade network together but they will not always work on the same road at the same time.