I live on "Lost Mines Road" ... In speaking, writing, I never say I live on "the Lost Mines Road".
Nearby, there is a recreational trail. The name of the trail is "The Trail of the Coeur d'Alenes" ... the "The" is part of the actual name of the trail.
The main highway through this area is "Interstate 90". Another route to Spokane is "Appleway Road".
I might say to someone, "I am going to Spokane and I believe I will drive on the interstate." I would not say, "... I believe I will drive on the Interstate 90."
When referring to a specific road/street (Interstate 90 or Lost Mines Road) - I wouldn't use "the" unless "the" is part of the actual name of the road.
I hope these examples help...
Not a teacher. 53 year old American.
Student or Learner