Yellow brick road is a road in the Land of a Thousand Fables illusion. However, unlike the tale it's from, the road is made up of stones enlaced with shimmering gold veins rather than being made of literally yellow bricks.
The road itself is several interconnected circular paths in the dark forest, passing over bridges, by the Grigg Village, and the Wicked Witch's hut before exiting through a ravine to connect to the rest of the Fablesphere.