Yes
You can't do much else with immigrants. You could turn them to missionaries, build new settlements, harvest resources or work in your city.
Once you have pioneers to road and wagons to facilitate trade routes the best use for new citizens is making new colonies until you run into micromanagement problems or problems with the natives. The center settlement tile is worked for free so your first worker in every colony is extra efficient. Rarely do I build more than 10 colonies though so keep that in mind.
But don't feel bad if you're not utilizing some specialists to their full potential. Frequently I'll have expert fur traders or expert weavers sitting around harvesting lumber or some other raw material while I wait to build their production facilities.
Go inside your colonies and set them to export and import various goods. Then hit auotmate trade routes on your wagons.
Use the middle mouse button to scroll out so that you see the map as a globe. Look at the icons on the minimap. One of them should allow you to view the natives trading opportunities, training, and another option.