When you select a route to follow in Zwift then you are essentially set off on a standard free-ride, only with the turns required to complete the route already selected by default. I think the ride title defaults to the name of the selected world unless you are riding an event or meetup.
Once you’re riding Zwift doesn’t give any real indication of what route you’re doing or how far you are along it, until the point where you actually cross the line in which case you should see a banner pop up to congratulate you (but only the first time you complete a route).
Confusingly Zwift may also occasionally show leaderboards for routes that you are riding a section of but aren’t specifically following. As you have found, Zwiftinsider is one of the most reliable places for route information, you may also find zwifthub.com useful too.