I was trying to make a racetrack with a pitstop, but when I tried to connect both roads, I got an error saying “Cannot make segment”. Does this functionality not exist in Blender?
Example video:
you’ll probably want to convert to mesh before ‘skinning’ (adding faces) to your road.
freehand (bad) drawing of track in curves:
there are 4 curves… inside track, outside track, and the two shortcut sections. note all curves were drawn in one object.
then convert to mesh:
back into edit mode to ‘join’ the shortcut segments properly (they’ll be a bit of a mess to start):
in this pic, i’ve done the left hand one already, using merge and deleting all extraneous vertices/edges.
then it’s just ‘skinning’ the road, but you’ll want to select sections of vertices to do this and leave space between the roads. you can see here i’ve done several sections, though not with any thought to using UVs to texture. 
of course, you’ll do far far far far better but this should give you the idea of .how.
Also: if you want to have curves for modeling and only convert this into a “polyline” add the end then you just have to copy the curve vertices and connect them with f… maybe rotate some of them by 180 degree … but you can’t use this directly to fill the curve… (the overlapping algorithm of blender is not that advanced…)
I guess this answers my question as a no, then. I suppose there are only workarounds and no supported functionality. Thanks for the guide, though! 
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Well… different apps sometimes do things… differently… So a question like “…like in…” is properly somekind of doomed in the first place… 
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