I recall in settlers 2 you put down the initial walkway, but it widening into a 2-way path and eventually a carriageway that donkeys would traverse was down to how much traffic it saw.

Specifically Settlers 3 & 4. In 1, 2, 6 and I believe 7, paths are build manually; 5 doesn't have roads.

Back in the 90's, just to set the record straight. It was probably the first game that did it.