Yes, make your terrain in a model program. I use 3ds max for this, but any model program should be able to do this.
Make a plane let it have a lot of points in it so you can get a decent amount of detail.
Push and pull veticies to create the hills and valleys and road ways.
Then make a line for a path that will follow the terrain where you want your road to go.
Make a profile of the roadway.
Sweep the profile to the line and give it some segments so the curves and rises are smooth.
Texture it.
export the terrain into game guru and then with the terrain brushes, sculpt the terrain around your terrain object.
export the roads into game guru then set them on the gameguru terrain. At that point when you erase your terrain object, GameGuru terrain and your imported road should be pretty close match up. Some terrain editing will be needed here and there.
This will take you a few days to do and get the hang of.
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