It's really not too unusual. From Canaan to Hartford, there was the Albany Turnpike in existence at the time (now route 44) and from Hartford to Killingworth there was what is now route 2 or route 9.
Lying between Boston and New York City, CT had a fairly good road system then. The Connecticut River was also navigable from the coast up past Hartford and flows right by Wethersfield and within 10 miles of Killingworth, if I'm reading my maps correctly.
Bill St. George