Stone roads can be placed to greatly increase the speed that citizens walk when they are moving from place to place. Stone roads require builders to use stone to construct each section of road. Dirt roads can be built with lower expense than stone roads, but they don't come with as high of a speed increase.
After placing roads, the builders will work on each section of road, removing rocks, iron ore, and tree that are in the way, and paving the path for citizens to walk on.