One of the problems with NASA WorldWind is that it uses public domain data, and most road data isn’t public domain. Therefore, there really isn’t any road data in the application, which makes it far less usable.
However, OpenStreetMap data is public domain, and now you get get that data into WorldWind. It takes a few steps to get it loaded, but Earth Is Square has the details. Hopefully they can incorporate this data into a future release of the product so that more people can take advantage of it.