When on the map screen hold down the alt key and left click anywhere on the map you want to go. It might not work the first time because the game will not let you jump onto areas where you couldnt go normally (middle of rock formations, in dense forest, etc). Just keep doing it and you can go where you want when you want without having to battle your way through hordes of orcs, dark elves, and all the other things that make your journeys a pain in the neck!