In X-R, highway's are a new addition to the x-universe. We first started to see them form in Albion Prelude (X3AP) during the plot. Think of Highways like large pipes in your house - that carry water to set places. The same happens in X-R but rather than water, the highways carry ship at extremely high-speeds. There are two types of highway's; Super highways, and Local highways. Super highways are always blue, whilst Local highways are green.

Super highways

Super highways are the larger highways that connect sectors together. Because they connect you across large distances, you can not exit them at will. Super highways are directional, so if you try to enter an exit gate, you will be pushed away. Super highways are normally blue.

Below is a picture of a super-highway gate:

A super-highway gate

Local highways

Local highways are a little different to the Super highways; firstly they are coloured in green (which is obvious I know but still). However that's not the only difference - Local highways are positioned in a way to take you around a sector, often stopping at certain zones. Unlike Super highways you can leave a Local highway at any-time by breaking or heading out of the highway, this maybe required to visit certain zones on the way (some local highways go in a continuous loop from their start zone). You can rejoin the highway at anytime by simply flying into it (you do not need join the highway at set positions).

Highways also have lanes, that you can switch for over-taking and/or combat reasons.
To over-take, you must use your booster. However this will drain your energy much faster than in normal-space.

Like Super highways, Local highways are also directional - meaning you must follow the flow.

A Local highway

Travelling faster in highways

It is possible to travel even faster in a highway. Once inside a highway you will notice ships whizzing pass you, as they have much faster engines than you. However it is possible to hitch a ride in their engine wake. To do this you must change lanes just after they go pass you. If timed correctly, you will then be directly behind them and travelling at their speed not your max. You have to be careful when doing this, as you may accidentally leave a local-highway if you near one of the outside lanes. However in super-highways this isnt a problem, because you cant leave until its reached its destination.