One of the great/terrible things about Greg Bear is that he comes up with these really insane ideas and then explains them very simply...almost too simply so that you can't really picture it in your head. The Star Roads are an example of this.
Anyone who's read Eon knows what I'm talking about.
That said, I think the Star Roads were basically tethers, right? So like the Forerunners had hard light, the Precursors had some kind of wacky physical construction capabilities that expand beyond not only the capability but also the understanding of the beings that followed after them.
I think the Precursors were capable of literally willing things into being. The star roads were destroyed when the halos fired, as well as the ruins on Charum Hakkor (or however its spelled). Halos destroyed lifeforms that had achieved a base level of sentience so its safe to assume the precursor artifacts and ruins either were sentient of constructed in a way that linked their physical being to sentience. I think Star Roads were made out of the physical manifestation of pure thought. Like, if I said, "hey, there is a desk here" and then suddenly there is a desk here. But with the Precursors being not human and our minds not working in the same way, that sounds ridiculous and nonsensical.
But for a race of beings who could traverse time and space, who could manipulate existence and bend the fabric of the universe...if they wanted to tether their planets together or something, why not?