The last few updates have mostly been about improving your interaction with the world itself. You can create caravans that can travel the world-map now. You can do a bunch of stuff that way:
-create a second/third/n-th colony for a specific reason (prison, mining, farming, meth-lab)
-travel to bases from other factions to either trade with them or raid them, which is one of the best ways to get a shitload of prisoners
-travel to a pre-built space-ship so you can "complete" the game without having to build one yourself
-v17 and v18 added a bunch of quests you can get, where you need to fulfill a certain objective (raid a specific base, trade a specific resource, deliver slaves etc.) to get a reward. during v17 those rewards were fairly shitty and not worth the effort, with v18 those rewards are usually unique-items that you cannot get any other way
-while fairly specific, I usually build a couple of pod-launchers while keeping a fairly huge army of animals. Imagine being one of those guys in a hostile base, when suddenly a dozen or so pods drop from the sky. While inspecting them, a single pod drops further away from all the others, with the animal tamer in them. On command all the other pods open and a few dozen crazed grizzly bears appear, ripping you and your buddies to pieces in a matter of seconds.
While travelling the world you can get attacked of course, either by wild animals or raiders. While your caravan is away you will obviously still have to fend off raiders in your main-colony, and that is fairly risky since raid-sizes and their equipment are based on the total value of your colony. Unless you have a decent defence-setup the remaining colonists will have trouble defending your colony. Since colonists can carry the travelling-rations, medicine, weapons and trading goods all by themselves, you have to get some sort of pack-animal first. A couple of muffalos or alpacas usually do the trick, although if you wanna play a band of gypsies that travel from plot to plot, always rebuilding their colony from scratch while taking their belongings with them, you will need a fairly big horde of them.