If you need to create road in 3ds Max that winds through the mountains, here you can see several ways for its creation.
The first method is through a script called Terrain Conformer. You can download it from Scriptspot and see how to work with it from the video below.
The second way is “clean”, without using any scripts. This method was presented by Xoio and offers a greater control over the shape of the road after its placing on the terrain. More information you can get from the video, they have done.
In Viz-People`s webpage i found another way of modeling road in Max, again without using any scripts.