Defining the path of a vehicle (group or column) should follow is done by setting waypoints.
The FMB automatically tries to make the path follow roads, provided there are any roads in the vicinity/between/nearby the waypoints you set. The FMB tries, but is not perfect, so you may need to set additional waypoints to 'correct' the path the FMB constructed.
Vehicles with country “United Kingdom” ('… gb' in .mis file) will drive on the left side of the path (if the path follows a road). All other country settings will make it drive on the right side. Make sure that you don't mix vehicles with “United Kingdom” with vehicles from other countries on the same road at the same time. Especially if you have oncoming traffic.
With convoys and columns always take into account that they need a couple of hundred meters to sort themselves out, so set the starting waypoint accordingly.
If the path follows a road: Always check that all your waypoints actually are on the road and not slightly beside it. The AI will try hard to follow the path you set. So really zoom closely in to check.
Always check that there are no kinks or zig-zags in your path. Especially if the path follows a road, there might be unintended zig-zags at or between the waypoints. The AI will try hard to follow these and might get confused. So really zoom closely in to check.
When the path runs over a bridge: Place a waypoint just before the bridge. Check status bar for '…br0' and '…br1' and place it where it's still '…br0'.
Vehicle columns and bridges: Make sure that the first (starting) waypoint is well before any bridge, so that the column can sort itself before reaching the bridge. Place a second waypoint just before the bridge - check status bar for '…br0' and '…br1' and place it where it's still '…br0'.