Well the map wasn't really made to scale, so your question is sort of hard to answer. But imagine it's the size of North America. Given that we're magical ponies and what not, we usually say a 1-2 weeks to get across. But that's why we have liquid time and are loose about this in most instances, so that it doesn't hinder game play.
Given how often certain paths are traveled (like up to the Heavenly Fields), those would be worn down and fairly obvious. But no, I don't believe that there are any actual 'roads' .