How do I build bridges?

Try adding an extra road section at 90 degrees to the bridge - then when the bridge is in place you can delete the unwanted road piece.

Tried it. Didn't work.

You are placing enough bridge sections, aren't you? Each section will only cover 2 squares. Your bottom bridge (wooden bridge) won't ever work because you can't have a bridge covering 3 squares - needs to be 2 or 4.