Open the factory map/layer and you'll see yellow and blue delivery trucks moving about (follow them to inspect what they do).
Factories also have yellow bars showing freight available for shipment. If you have enough commercial buildings plus trade depots/ports there should be very little to no freight built up in the factories.
The trade depot isn'tshouldn't be used for storage, if it builds up it means demand is too low for the produce of your industry. To add demand you can add more commercial buildings or add more freight storage in depot/port/airport.
Depot freight storage functions as a global demand or in other words commercial buildings outside your city. The more storage you add the more commercial volume of demand from the outside world for your products.
For resources depots function as storage to be traded later, not so with freight. With freight depot, storage functions as a way to add commercial demand for industry products, like building more commercial buildings.
Imagine a low wealth city with lots of industry, the workers themselves cannot afford buying that much from local industry, so have to ship to commercial buildings outside their city. But inIn order to do this demand from the outside world has to be created, which is what you do when you add freight storage in depots/ports.
I getget this message about nowhere to ship freight even though there is no freight built up in the factories (no yellow bars) and my advisor says freight is doing great! So it's a bug, you need to watch the factory layer and build depots or commercial buildings to create demand to soak up the yellow bars.
If you see no yellow bars and no freight built up in depots you're doing great and should see strong profit and demand for workers at your factories.