At the time of the Roman Empire all roads built in mainland Europe led to the empire's capital city Rome. So, no matter where you started from, Rome was your final destination. This proverb is used to say that there isn't always only ONE correct way of doing things.
For example, if you and your friend are trying to finish a task you might not like her method, but your outcome will turn out the same. You can say ¡°Oh, well! All roads lead to Rome