Take prisoner on caravan map?

[MythN7]

is this possible without building a jail on this map, to take back to your city?

[Praeceptorem Poloniae]

Yes it is possible - you just go back to world map and choose "reform caravan"

[Preechr]

They will be shackled, which will slow down your caravan. They will need food, and if injured will slow down your caravan even further. If they can't walk, they will eventually heal, but someone will have to carry them until then, which... ok guess what that will do.

[Winter]

Make sure you try have at least one large pack animal to carry loot or the injured, plus they are handy extra defense. My dwarves rescued another injured dwarf and they got a free bear ride all the way home.