An overland Trade Route is one of the possible missions that lead to the rank of Alderman. You can accept the mission under the Alderman's Office menu in the Town Hall of the hometown of the current alderman.
You have a 5-7 months to estabilish an overland trade route between two towns. You simply need to deliver a large quantity of materials to any of the two towns (and dump them at the town gate). Goods can be delivered all at once or in smaller portions (it's best to bring all types of goods at each delivery, so that the construction can start).
You can check the status of the development under the towngate's Overland route menu. It will show the rquired amount of materials in the right side and the amount You provided on the left. The right side always show the amount that haven't been used yet, so it will decrease during the development. It also shows (in percentage) how much of the route has been constructed. The construction time is in the range of months so You have to make sure that all 4 materials are available from the start and during the whole development, so the construction never has to stop. When the construction is done, the building of a barn will be started in both towns. After the barns have been built, the land route will be opened (an animation will be played for this event) and you can use them for land trade (if you have an office in both town) just like the ones in the Luebeck-Hamburg route.