This is pretty straightforward and very much like the road discovery achievements in all other Horizon base and DLC lists. Press the view menu to see your map; discovered roads are in bright white and red and undiscovered ones are muted.
Zoom in fully to see the roads in the Track and City Centre; they're not visible until you do. Especially in City Centre, there are side-by-side roads where it might be easy to miss that you got one half of a road but not the other.
I'm writing this guide because everyone I've talked to that had problems with this achievement (including me!) had the same missing road at the end - this little dirt spur to the northeast of the stunt area (look under the reticule):
So if you're missing that one last road, look here!