Terahertz integrated platforms with high efficiency are crucial in a broad range of applications including terahertz communications, radar, imaging and sensing. One key enabling technology is wideband interconnection. This work proposes substrate-less all-dielectric waveguides defined by an effective medium with a subwavelength hole array. These self-supporting structures are built solely into a single silicon wafer to minimize significant absorption in metals and dielectrics at terahertz frequencies. In a stark contrast to photonic crystal waveguides, the guiding mechanism is not based on a photonic bandgap but total internal reflections The waveguides are discussed in the context of terahertz communications that imposes stringent demands on performance. Experimental results show that the realized waveguides can cover the entire 260-400 GHz with single dominant modes in both orthogonal polarizations and an average measured attenuation around 0.05 dB/cm. Limited by the measurement setup, the maximum error-free data rate up to 30 Gbit/s is experimentally achieved at 335 GHz on a 3-cm waveguide. We further demonstrate the transmission of uncompressed 4K-resolution video across this waveguide. This waveguide platform promises integration of diverse active and passive components. Thus, we can foresee it as a potential candidate for the future terahertz integrated circuits, in analogy to photonic integrated circuits at optical frequencies. The proposed concept can potentially benefit integrated optics at large.