Magical Words
The only way information is guaranteed to end up with the intended receiver, and them alone, is through spellcasting. Sometimes, travelling mages will offer their services for such magic, but this is frowned upon by The Guilds and they rarely stay long. Outside of those spellcasters, the guilds themselves are available for magical messaging, though usually for a much higher price. This tends to leave it as an option only for the wealthy, or when something is absolutely vital for people without those fortunes.
Merchants and Travellers
Barring the expensive way of magic, most information is spread by travellers. Whether they are merchants, adventurers or refugees, many make a little extra coin by selling tales of what transpires in faraway lands. Or simply the next town over.
Stories
By far the most common way this information is shared, is through word of mouth. A merchant might have spotted guards chasing a criminal down the street or overheard a rumour of a brewing conflict between nations. Whenever they arrive in a new place, they would put this up for barter as well as their wares. Sometimes lips are loose after a night out, and their stories can be learned without providing coint too. Regardless of how they spread the word, their stories are only as believeable as the merchants themselves. Unless several members of a convoy confirm the same story, it is still only the words of a lone traveller.
Letters
For official, but less time sensitive matters, letters might be written and sealed for trusted couriers to bring along. If no such courier is to be found, an adventuring party or merchant convoy might instead be compensated for ensuring the script gets to its intended location. The method of travel can also vary depending on how much of it the sender is willing to sponsor.