What is the road in "Let Us Take the Road"?

The word road in line 1 refers to
grand theft that occurred on the open highways of eighteenth century England. Even today
we still use the phrase “highway robbery,” which originated in this aspect of
eighteenth-century life. In "The Beggar’s Opera", the song is sung by the gang of
thieves to the music of George Frideric Handel’s march from the opera Rinaldo (1711),
and, in its time, the music became more closely associated with "The Beggar’s Opera"
than with the original opera. In fact, when Handel revived Rinaldo after "The Beggar’s
Opera", he had to compose a new march to replace the old because he feared that people
would accuse him of plagiarizing the music from Gay’s musical
play.