Path Painter is a Unity Terrain tool and Unity Terrain does not support such endeavour. For the kind of roads you will want to use a mesh tool and there are a good selection of those on the Asset Store.
Path Painter was intended to fill a gap for which no good solutions existed before. It is ideal for the quick and easy creation of
- Dirt roads
- Fantasy style roads, scenes
- Mountains
- Riverbeds
- Lakebeds
- Plateaus
- Play Areas
For example, if you are working on a wonderland and/or using hand painted Assets, Path Painter will very likely be a great match for you.
If you are going for full realism, you may use Path Painter for terrain shaping and some dirt roads, but will likely use a different tool for roads.