I only selected which goods had to go to the other depot.
When it says the trade routes can only be set between builds of the same type it means that only truck depots can transport to another truck depot, and it's the same for trains and boats.
There is also a warehouse which can store much more goods, it even has 9 trucks to go pick-up goods in factories or between depots.
I read that in the in-game help, it has more information than the tutorial.
Note : you can change the UI size in the settings, I played in 1440p with the default 100% setting, so if you watch in 1080p it may be smaller than 100% rendered in 1080p.The text changes almost each time you do an action so you have to read the box after each action, but yeah sometime it felt like just clicking where the arrow pointed and not fully understand why I should do that and what it will do.A lot of things changed between alpha 4 and 5 so I had to capture the tutorial again as some game mechanics were different.

In the 3 other vids it's the same game spanning on 3 videos (it was a 45 minute capture), in short :
#1 : I did start a new game and built a crop farm to grow vegetables and a water siphon to bring water to the farm, then sell the vegetables to the city's market.
#2 : I built a plantation to grow cotton and sell it to the city, I had to buy water from the wholesaler because my pumps could only deliver water to one destination at a time (at first), it costed a lot so I built another water siphon and stopped buying water.
#3 : I built a textile factory and a new plantation to grow berries, had to buy water at first but then I could unlock an additional destination for each building so water siphon could cover two instead one.
Note that these were some of the goods this city wanted, other cities have other demands.