Change caravan or freight home (demo version):
Move the caravan/freight to the city that you want to change it to. Open the city view. Find the caravan/freight in the units section and select it. Select "Support From This City", press "OK", and the home of the caravan/freight should be changed.

Change game parameters (demo version):
Open the "civII files:support:rules.txt" file to edit various parameters of the game.