This page of the game guide to Borderlands 2 talks about the rules and mechanics connected to travelling between the main locations of the game's world. Here we also explain how to use the Fast Travel feature.
Throughout the whole map you can find Fast Travel devices. After activating one of them, you will be able to travel between all activated devices. On the map they are marked with a monitor symbol.
Another travelling option is using vehicles. After you find a Catch-a-Ride station (first one during Road to the Sanctuary), you will be able to use a vehicle of your choice. Each car offers a Boost option (by default F) which greatly increases speed and can be used for jumping out of ramps. Catch-a-Ride is marked with a steering wheel icon.