I want to make curved path and physics like this ? But ı dont know this path is a script or model parts ?
99% It's a pre-made model. Yo could try to build a path out of prefabs (think of them like LEGOs) and instantiate them to create a procedural generated map. Alternative would be an asset that help in creating such "curves". Still tho becoming familiar with blender helps.
Im not sure if it's made on Unity, but I think nav-mesh would be a good idea there. Especially when you can slide both on the flat side and the U-side.