I don't think they mean Path as in Pathfinding, but rather drawing a set path for objects to follow. A Pathfinding plugin like you're describing would be something totally different.
a specific path for an object to follow is a special case of pathfinding
I agree on the difficulty of using events to set waypoints, but I see no other way :s perhaps there is one and I can't see it due to not being familiar with the SDK
For curved paths you could add control point variables to the path object (curvature or an extra point for bezier or whatever you please) and move your object accordingly.
Moving an object in a straight line would be really simple
guy is at path
-pick next waypoint
-set angle towards path
tada! linear path. If its not looped you'd have to check if there actually is any waypoint.
Anyway, I should be coding this instead of talking about it