You need horseback riding level 1, at least, to build a relief station. Your academy needs to be at least level 5 to share technology from the first city that already has horseback riding. Once the academy is level 5, horseback riding will be shared and you can then build a relief station in your second city.
*Note: To share any technology to a new city, that city's academy must be the level required to research it. Now that you know, you shouldn't have any issues regarding technology anymore, ever.


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