Supply lines are basically just used to be able to share your workshop items across different locations. For instance, if my main settlement is in Sanctuary, I can send a settler to The Castle and now The Castle workshop has access to all the stuff I have in my Sanctuary workshop. Here's how to do it.

To set a supply line up, you need to:
-Have at least a few settlers
-Have the Local Leader perk at Rank 1 at least

Once you have met the requirements, you are going to want to open up your workshop in your main settlement. Go up to any settler and press the "Q" key to send them to any location you have a workshop in. When you have clicked "Q", a little menu will pop up asking which location you want to establish the supply line with. Select whichever location you choose and then confirm it with the "Enter" key. That's all! Once you're done, you can wait for about 15-20 minutes to wait for the settler to travel and then you can open your Pip-Boy, click "C", and the supply line should be shown as a line on the map.

That's all you have to do to make supply lines. If any of you want any other guides, just leave a comment to let me know or friend me on Steam and I'll have the guide up maximum two days later. Thank you!