I'm not understanding... so I downloaded and opened up the world. Yes, it does only use the default textures in all the roads when trying to use the pre-setup roads.
You'll have to reset them.
*Download and extract the textures; info given (if you don't want to export them from the world file).
*Each road shows the texture it uses so when opening to edit- use the correct texture in your files and it will show up right.
The old location is not on your computer and why it shows black in the edit list. :)
The textures not in your CAW files unless you download and extract them to your files. You'll still have to edit the road files once installed, it seems.