In order to teleport your city to another Kingdom, just select the desired tile on its map, then click it and select the “Teleport” option:

Choose an item to use or purchase and then use:

You cannot teleport to any Kingdom’s Throne closer than five tiles. Teleportation to another Kingdom is available once in 37 days. Once you teleport, all of your Palace titles will be reset!

Note that you will not be able to teleport or interact in any other way with a Kingdom if your might is more than twice higher than that of the current top-might player in that Kingdom. Also, you won't be able to teleport if you are a member of any clan.

Note also that once your city Capitol reaches level 11, you will have to use an Upgraded Teleport to another Kingdom.