To build roads and sidewalks you can use the road building tools.
The tool works similarly like building rails/electric wires.
Right click on a block and follow the instructions.
You can set up the tools in 2 ways
Computer -> building
Hold the tool and right click while holding left ALT
You can create multiple road templates. Change the template ID number and that template is applied to the road tool. Templates are player specific, meaning other players have to create their own templates for the settings.