A trail is an unpaved path, like the narrow trail you follow through the woods on your hike. A trail can also be a series of clues that are left behind, also forming a kind of path.
You can walk along a trail, and you can also follow a trail: "My little brother left a trail of cracker crumbs behind him, so I found him right away." When you trail, you move slowly behind something or someone, or you drag something on the ground: "She sadly trails her deflated balloon behind her." You also might trail someone you're chasing: "My dog likes to trail squirrels around the yard."