You can tame and use llamas to make a llama caravan in Minecraft. This allows the players to transport a large amount of items from one place to another, since each llama has the capacity of a chest. You can use multiple llamas to make a caravan, with up to ten llamas per string.
Before you can make a caravan, you need to find and tame the llamas. They can naturally spawn in savanna or mountain biomes, and you just need to right-click on each llama until they get a heart emote over their head. At this point they are considered tamed, and can be used as a caravan.
Now gather up to ten llamas in the same place and use a Lead (created with 4 Strings and 1 Slimeball). Using this on one of the llamas will attach a leash to it, and all the surrounding llamas will also automatically be attached to the caravan.
You can also have more than a single caravan at a time by collecting another ten llamas and using a new Lead on one of these. You can have as many caravans as you want at a time, as long as you have enough Leads and enough llamas.