The concept of a navigable unbridged river is a real problem for Xconq. Non-navigable rivers are easily done as border terrain, and navigable rivers with lots of bridges can be connections (since by their nature, connections can never prevent movement). But a navigable river that can't be crossed easily is more of a problem. One way is to make a chain of adjacent cells of a water terrain type. However, this can be quite unrealistic if cells represent large areas, say 10-100 km across; you can end up with continents consisting of more river than land. In some cases, you can define a "river valley" terrain type where both vessels and ground units can exist, with the river border terrain along just one edge of the valley.
You can also allow border sliding. Border sliding allows a ship to pass along the length of a border, but it does require the ship to be in compatible terrain at both ends of the border. So define the river as a chain of alternating water cells and water borders connecting them together. Then the river acts as a barrier to units wanting to cross, while allowing them to see over to the other side, and at the same time ships can pass up and down the river freely (modulo any ZOC exerted by units on either side).