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The more general problem that the tutorial-campaign doesn't teach you the realistic mode mechanics is unfortunately just something we have atm. Personally my recommendation is to learn construction in normal mode before going to realistic, because from there you can at least figure out the rest, but not knowing how construction works will hurt a lot, as there's no simple "out".
To use realistic-style building in normal mode, look to the bottom right and there should be some tickboxes, to fund construction in rubles, dollars, or construct using materials. Switch it to Materials and you'll be building using the same rules as realistic. You'll need construction offices, vehicles to move materials, mechanisms to make the work easier, and crucially for roads and paths you'll need a bus stop with workers for COs to pick up from.
Thank you. For anyone that have trouble finding it (like me. It's on the panel where you can set "build for ruppies, dollars or materials just up the minimap)
People played realisim long before it became a setting, its just a set of rules - set the game to normal mode, and try to play like realism where you can, so your game doesn't need to fail whereever you can't handle the setting...
That's why i was not understanding how to build some things (like hello there's a border connection... (i of course built a power plant first that needed water, and water that needed electricity before seeing there was wires at the border....)
I don't care to fail guys. Thanks. It's just i didn't saw there was another tutorial :(
Just expect it.
For instance, you build an entire working water network, but your treatment plant runs out of chemical, just because the delivery truck has broken down(and you have no aluminium line in vehicles maintenance garage to repair it), and the entire thing come to a halt, citizens unhappy, all factory needing water all stopping, including heaters, and everyone leaves in one month.
Please don't give up, this game is super nice.
For your actual issue with road, it's always best to built dirt roads first, upgrade to gravel next then asphalt, not concrete, unless you are absolutely sure of your end planning, and that everything will be working has intended. If there is one thing this game don't lack, it's space, but again, you may be building over that precious iron ore patch or oil field...
I suggest you start with all settings on in full realistic mode, unlike others above here but with a twist: expect to save a lot, load a lot, restart a lot.
I'm on my 6th restart. For now it's going well. I really like the slow pace and i don't mind failing. Just a few thing that i'm like : "Oh i'm boned. But now i know how that work". I really like this game.