Multiple rings of walls (and not only rings) is a popular request. It's not possible with the current algorithm, but I hope to fix it later. Meanwhile here is an image as a recognition of the fact that people need more walls: link :)
Currently there are 2 types of roads: main roads (running from the city center to the edge of the map) and regular streets within wards. In the future the main roads will be editable, but not the regular streets. The only thing you can do with streets is rerolling them by shift-clicking the ward.