There are "Base Roads", "Base Counties", and "Base States" in GR that you turn on/off from the GIS menu. I don't know of any way these are updated, and suspect they only get updated when a new version of GR is released (if then). You can load shapefiles in GR (also under the GIS menu), but as Jeff noted these are developed by third parties and not GR. I should note that shapefiles are actually used across many differ GIS (Graphical Information Systems). They are a standard that was originated by ESRI. The ERSI whitepaper doesn't even mention style files. In fact, the 3 required files are the shapefile (.shp), index file (.shx), and attribute file (.dbf). There are several optional files, the most common of which is the .prj file that provides projection information, GR is very different from most GIS software in that it only uses the .shp file and doesn't need the .shx or .dbf files. GR is also unique in that it also requires a style file, which as far as I can tell is a GR invention. You will find shapefiles all over the internet without style files because most GIS systems don't use style files.
The spec for the style file is at
http://www.grlevelx.com/manuals/gis/files_style.htm (it includes a sample for TIGER shapefiles). I tied using the TIGER files and creating a style file myself, but did not have much luck. I ended up using the ones Scott Lincoln made and posted at
http://www.meteor.iastate.edu/~slincoln/GRS/shapefiles/ . They are from 2014, but I have found them to work well. Unless you are chasing in high growth urban and suburban areas, you will not find too many new roads.
One note - if you do use the ones Scott Lincoln posted, make sure you extract them from the .zip file, as GR can't use them otherwise.