Where does this road _________ to?

The correct form is 'lead' because 'this road' is a singular subject requiring the third-person singular verb. The verb 'lead' (pronounced 'led') in the present tense has the form 'leads' for third-person singular, but in questions starting with 'Where does...', the auxiliary verb 'does' already carries the third-person marker, so the main verb remains in base form 'lead'. Similarly: 'Where does he live?' (not lives), 'Where does it go?' (not goes). Option A 'leads' is incorrect because 'does' already handles the conjugation.