I may be able to provide more detailed information if you clarify whether you already have a mesh for said path or not, or you're looking to just make an elevated version of a road you already have.
An elevated pedestrian path fitted to an existing road will require an extra mesh (modeled in a 3D program of your choice) and an extra lane setup in the road editor. Export the road mesh via ModTools and make the necessary changes. Once you have modeled the elevated path to the existing road then reimport it and set up a pedestrian lane with a vertical offset of however high you made your pedestrian path in the edited model.
If you're looking to create an elevated version of this road, then if you don't have an elevated AI on the right as a tab at the top menu, it's likely you've used the wrong road template. Try using a different road that has elevated AI included in its template to begin with (such as the basic road).