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40d:Channel
A Channel is a method of digging mostly to aid the moving of liquids, such as water and magma, from one point to another. While it is a convenient way to move liquids, it can be used for other creative purposes.
You can direct water or magma simply by creating a channel with the designation button then entering the channel button d -> h. Building Channels will remove the floor of the current Z-level AND mine the walls in the Z-level below. See the digging article for a more detailed explanation.
It is ideal to first create the channel from the area you wish to carry the liquid to, installing a floodgate if you want to regulate its flow, then channel out the last square holding the liquid back. If there are any z levels of water above the channel's source you will flood the area you are working in. This can effectively set your fortress back a few seasons, or worse, make it uninhabitable. Magma will not do this because it is a chunky liquid and behaves differently than water in the z axis.
Dwarves can not walk across a channel (as there is nothing to support them). However, you can refloor over a dug channel using b -> C -> f to allow dwarves to walk over it, while still maintaining the tunnel beneath. If you want to allow fluids to flow into a channel from above and dwarves to walk over it, you can put a grate on top of a channel, which only fluids will pass through.
In layman's terms: digging an area will carve out a tunnel in the rock to crawl through, whereas channelling an area will also remove the bottom of that tunnel and make a second tunnel one level below, creating a Trench of sorts.
Designating channels over existing downward stairs will make the dwarves remove the staircase, working from the level below.
Designating a channel on the level underneath an existing channel is the way to dig deep pits or well shafts. Designating an adjacent up/down staircase is the easiest way to give access to the miner who will dig the shaft.
Hint
When building channels diagonally, a single line is enough - water, like creatures, moves in all 8 directions (+ z-axis).