you can climb most trees it all depends on the tree if its one thats straight like a palm tree then no but one with branches then yea also something they dont tell you in ac4 as far as i know you need to click X on ps3 when your between branches to launch yourself up the tree.
It has to be a tree that splits off into two trunks fairly close to the ground, or has something nearby which you can jump onto a branch or trunk split from. After you realize that, the only tricky part becomes transitioning from a lower split to a higher one, which can often result in Edward leaping off the tree if it isn't executed well. The same was true of Connor in AC3.
As a side note, when free running on trees you can also smoothly run from one branch to another on the other side of the trunk by letting go of the jump key/button. Edward will then treat the trunk as he would a pedestrian he runs by and swoop right around it quickly.
if it's any consolation many places with groups of patrolling enemies are designed so most of them are air-killable(is that even a word?). not too flexible though, some you will have to reposition or wait for them to walk under you.