Went on horseback, we hear, to make highway (4)
I believe the answer is:
road
'highway' is the definition.
(thesaurus)
'went on horseback we hear' is the wordplay.
'went on horseback' becomes 'rode' (I've seen this before).
'we hear' indicates a 'sounds like' (homophone) clue.
'rode' sounds like 'ROAD'.
'to make' is the link.
(Other definitions for road that I've seen before include "Way travelled by boat" , "public highway" , "Parting guests used to take 'one for the --'" , "Way to achieving a particular outcome" , "See 10" .)