Hunting regulations vary a lot from state to state. In NY, it's illegal to hunt deer or other big game with dogs. Nobody does it that I've heard of here.
The road thing, on the other hand, is OK. You can shoot near a road in those areas where it's legal to hunt with a firearm. You just have to be off the road and shoulder, can't shoot across any road, or have a loaded rifle or shotgun in or on a motor vehicle. You also can't shoot within 500 feet of houses or most other buildings without the owner's permission.