Can I move from a tunnel to any tunnel?
There are two different things in Scythe which are related here, Mines and Tunnels.
Mines are buildings you can build, they look like this:

And here's how they work, from the rulebook:

The Mine acts as a
tunnel that only you can use.
You may move units to and
from your Mine as if it is a
tunnel (even if an opponent
controls the territory the
Mine is on). Unlike the other
structures, this is an ongoing
ability associated with all
unit movement.

And then there are Tunnels, they look like this on the map:

And here's what the rulebook says about them:

For the purposes of the Move action for any unit, all
territories with the tunnel icon are considered to be
adjacent to each other.

So, in short, you can move:

From a tunnel to any tunnel
From a tunnel to your mine
From your mine to any tunnel

You cannot use mines built by your opponents for your movement in any way.