The Navmesh only becomes active when an asset or character is introduced to the region, at which point it all links together. There is no need to construct a mesh where nothing happens, which saves resources and significantly reduces game loading times.
So, in short, without extra assets to enhance the mesh, you cannot make him follow you over the terrain unless you place an object at each corner of your map, which will significantly slow things down.
Perhaps a graphic can help you understand more.
https://youtu.be/W3ATKtAKWkA
