Andrew is correct. The center space on the winter board is considered connected to all adjacent spaces by roads for all purposes. This has to do with the vast network of underground tunnels that run under the castle. You can see the entrance to a few of them on the board. :-) Here's the official passage from the rules:
Rulebook, page 2 wrote:
On the winter board, armies may move through the center region of the board with the castle on the mountain, but may never stop in it. It can never be controlled by a player or the Malador and is never explored. It is, however, considered connected by roads to all of the territories adjacent to it for all purposes.