So you can build a depot in an underground tunnel and dwarven traders will show up? That's pretty cool; I don't think that this info is in the wiki, you might want to add it.
I would, but I actually haven't 100% confirmed it, I lose too many fortresses too fast due to version changes, boredom, and getting the unlucky cave full of something that eats too many of my dwarfs, or eats one when I'm not looking (I don't mind losing a starting dwarf of three to honorable combat, but losing even my manager to a cave crocodile when I wasn't looking pisses me off so bad I have to quit). What I do know is that creating a Depot with access to a tunnel road shows the green "Wagon can travel here" designation. I'm 95% sure this means the fort can be traded with through the road, but I don't want to post until I'm 100% sure. I haven't played any more of that one map because I'm thinking of finding somewhere a bit less damp to work. Though, I have noticed that where the ice blocks are present, the game is actually displaying that the area is "light" and "above ground". So those areas displayed that have tiled floors might make good vomitoriums or glitch-tastic subterranean greenhouses for above ground plants if you rip up the floor tiles and muddy the ground.
so that come by underground roads now?
Um, I don't quite get what you're saying, so I'm just gonna explain how to find these underground tunnels. First you need a world with a decent history (I usually stop about 750 just to give my processor a break), and with a decent sized dwarf civ. Start hunting on the map tiles with Dwarf Cities on them, if you're lucky you should see a dark, black path. These paths are thicker than the roads and only show up on the map picture with the highest zoom in the site finder (the left window I believe). Once you manage to find these roads, the hardest part is to find a good embark site. You either need a utility that lets you embark anywhere (dunno if there's a version for DF 31.xx), or a lucky patch that passes near the edge of the mountain ranges.
Also, I personally do not understand why we can't embark on mountain tiles in DF 31.xx. In the old versions, yes it made sense because there was little to no food to be found underground unless you were lucky/experience. In this version, there's caves full of food everywhere, so why can't I force my seven dwarfs to haul their wagon up the spine of my current world?