Basically, supply is produced in cities and depots and travels to the wagons in your armies.
The manual is pretty good at showing.
10.3.2 Transit Distance for Supply Distribution The maximum distance that supply points may travel from a supply source to a requesting unit or structure is (generally-speaking) three (3) map regions. However, this distance is affected (i.e. often reduced) by the type of terrain being transited, inclement weather, and the presence of enemy forces. Important: Supply may only transit through regions in which a player has a minimum of 25% Military Control. (Enemy light cavalry units acting as Raiders automatically block all supply from transiting a region in which they are located.)
Some protection for the chain of depots you will build will help. But make sure you have military control or at least 25% military control.
So my suggestion: build depots at the suggested distance, make sure each of your independent units, armies and corps, have at least one wagon. See if this lets you reach Vienna.