At the bottom of the screen, click on the Hammer and Nails icon to open up the Buildings screen. On the Buildings screen, you will see a Footpath on the top right. Click the Place button. Now click on the grid square where you want to start the path. If you only want one piece of path, click Done, otherwise click the grid square where you want to end the path. The footpath is free to build, so you can play around with it if you want.