From A Wiki of Ice and Fire
The Ocean Road, also known as the Searoad, is a road in southern Westeros that runs from Lannisport in the Westerlands to Highgarden in the Reach. Most of its course is along the coast of the Sunset Sea.
The Ocean Road begins at Lannisport and runs south along the western coast of Westeros overlooking the Sunset Sea. It passes through the forest around Crakehall and then to Old Oak. It continues southeast along the coast, opposite the Shield Islands. It then moves inland to Highgarden on the Mander.