Trade routes are established by connecting your capital city with other cities, and then by further networking your cities together either by roads or along coasts. You begin with a single trade route, and can gain additional trade routes through the great lighthouse wonder (obsolete with corporation), currency, corporation and free markets civic.
The amount of commerce generated by a trade route can vary and is directly related to the size of the cities. Similar sized cities tend to establish trade routes with one another, meaning the amount of commerce you get from your trade routes will be approximately the same within a single city where larger cities have the largest trade routes. Base commerce from one domestic trade route is +1 to +2 commerce. Base commerce from one foreign trade route is usually within +3 to +6 commerce. Establishment of foreign trade routes requires open borders with that civ.
Harbors add +50% to coastal trade routes.