Setting a trade route is the same as a harvesting route, the only difference is you're setting another players planet as the source and you have to be at peace with that player.

By default planets should be set to 'embargo' and not 'peace' like is shown in the tutorial. If someone has you embargoed you can't trade with they change their status with you to peace. So the peace diplomatic status is the 'accept trade agreement' function in essence.