OK. Well, I read the manual and played the game (and managed to move between harbours).
Left click the big ship image and you'll see this.
http://img188.imageshack.us/img188/1994/1869000.png (Did you manage to get that small ship image to London harbour? If not you have to click the date so that time advances. It takes some time for the ship and crew to get to the harbour).
Select your ship and this happens.
http://img43.imageshack.us/img43/7713/1869001.png
Now select the harbour you want to go to.
http://img36.imageshack.us/img36/1904/1869002.png
This I didn't remember. Obviously you have to right click the destination harbour to get the arrow cursor back.
http://img269.imageshack.us/img269/7486/1869003.png
Now, click the date.....
http://img32.imageshack.us/img32/1081/1869004.png
and your ship arrives to the new harbour (see that small ship?)