For 'faster' units, you can do this 1 of 2 ways. The first is to go to Land, Movement Cost and then set the number lower. The cost is the cost per hex to enter. If you set to 10, you can go 10 hexes, if you set to 20, you go 5 hexes.
The second way is though an event. Go into events, add a new event, set to either a round or turn check. Add a line. For the line, make an exec. Choose execmovetypemodifier. If you select 8, it will change sea cost. There are actually several air costs so you have to write several lines.
To allow engineers to build, you go to the loctype menu. Select the location type you want to build. There is a button IsBuildable. Set to True. Then set the appropriate engineering (EP) cost and political point (PP) cost.
If you go to settings and then rule vars, there is also a rule you can change that sets the additional cost to enter an enemy hex. The default is 10. Units will go faster if this is lowered.