Subway or metro travel is unlocked after the game’s third main quest and allows players to travel instantly between districts in the game. To find a subway station to travel from, use your map to navigate to an “M” icon and board the train. From there you’ll be able to select any district that you’ve previously visited.
Taxis can transport you from anywhere, but can’t be hailed during combat, so don’t expect to use fast travel as a means of escaping danger. You also won’t be able to use fast travel, either by subway or by taxi, to travel between tiers (vertically).
Instead you’ll have to travel to the nearest elevator and then use that to ascend or descend to your desired location.