Trade routes are a vital source of Gold in Age of Mythology, especially on maps with limited gold mines or in prolonged games. To establish a trade route, you need to build a Market. Once you have a Market, you can train Trade Caravans (or Ox Carts for Norse, or Llama Caravans for Atlanteans). These units will automatically travel between your Market and an allied Market (or a neutral Market if playing against AI) to generate Gold.
The amount of Gold generated per trip depends on the distance between the two Markets. Longer trade routes yield more Gold. Protect your trade routes from enemy raids, as Trade Caravans are vulnerable. Consider building defensive towers along the route or assigning a few military units to patrol it. Establishing multiple trade routes can provide a massive economic advantage, allowing you to sustain a larger army and research more technologies. In team games, coordinating trade routes with allies can be incredibly powerful.