Yakuza 6 takes place between the two major cities of Kamurocho and Onomichi, the same where you will complete a number of different missions and side quests. Some of these missions and quests will even require you to do one thing in one city in order to change the events in the other, like purchasing specific items or fulfilling a request. However, believe it or not, your ability to travel between the two cities will be somewhat limited. If fact, it will be unavailable until the very end of the Main Story.
Outside of if the story takes you from one city to the other, you won't be able to travel between the cities of Kamurocho and Onomichi until you reach Chapter 13 apart of the Main Story. This just so happens to be the final chapter of the game, the same directly before the final events of the story take place. Before taking on the final Boss Battle, you will have the opportunity to finish any of the side quests (Substories) you have remaining. It is only here when you will have the ability to use a Taxi Cab to travel from one city to the next.