China Girl travels in one of Glinda's bubbles.
Bubbles are spheres of translucent energy which can be formed around witches. They provide protection from attacks and falls, and give the capability of flight.
Glinda the Good is most well known for her pink sphere.
During Sister Sister it's revealed her twin Melinda is also capable of making them.
Glinda's bubble stops the beam of energy that Melinda fires at her (it conveys physical force, getting knocked back, and bouncing her around the town) but later when Melinda threatens to burst it, she is able to do so, popping Glinda's bubble by ramming her own into it.
Later when Melinda reverts to her usual black-haired appearance, she is still able to make a bubble but it appears black.
In the film Oz the Great and Powerful, Glinda is also able to create the bubble around others (not just herself) and uses it to protect and transport China Girl.