Fridge Logic: Silmeria/Alicia and her companions traverse vast distances in Midgard. How? They travel over the entire continent and through difficult terrain with no apparent difficulty, even to places where few humans ever go. It made sense for Valkyrie Profile Lenneth since Lenneth could actually fly, and her einherjar were basically kept in some kind of other place until they were needed. Alicia has no such power, and even if she did, her traveling companions wouldn't.
Everywhere she reaches has entrances that can be reached by walking. I'm not sure what the issue is here.
Travel time. I haven't been able to find a scale map of Midgard, but it looks to be a relatively large continent. Walking across Australia on foot (which seems like a close match to the size of Midgard) has been done, but it took 180 days. So there are two choices: Either Midgard is much, much smaller than the map appears, or Alica and her companions spent months just getting from place to place.
The same could be said for any RPG with a world map. It's just a conceit to make the game playable instead of making you trudge hundreds of miles in-game. Maybe there's well-maintained roads or carts or something between the stops.
During story, the group's travelling is implied (they're seen resting in a forest a few times), and post-game, you have a shard of the water mirror to get you anywhere.