Sled is needed to travel from one location to another. At first, you are given a sled with one Eskimo dog, but you can upgrade this sled by exchanging it in the location Wind's Song, Polar-Side, Aery, Indigo, Indim, or Meltonville. You can also buy a new sled.
There are times when you come to a location, but don't have enough food for the trip back home. In this case, you can either buy some food for your dogs with emeralds or simply click the "Home" button; but if you choose the latter, all the cargo you have obtained will be lost and you will come back home only with equipment in your sled.
Your sled may also happen to lack the distance to come back home. In this case, you can still go back home, but all the cargo you have in your sled except the equipment will be lost on the way.