I walked from Whiterun to Windhelm by following the signs and checking the worldmap. My final destination was Winterhold, however. Once I got to Windhelm, I couldn't find any more signs that pointed what road to take to Winterhold. I looked on the world map, but the roads aren't clearly labeled there like they were in Oblivion. I couldn't see any part of the terrain that looked particularly passable or road-like.
I eventually took a carriage to Winterhold, but I would like to know what route I should be taking if I decide to walk there in the future. Where is the road to Winterhold?