How to make the character walk to nearest position from click

Right now, when commanding the character to walk, he only walks when I click within the way borders.
How do I make it so that whenever I click outside the way borders, the character walks to the nearest possible position within the way borders?

create waypoints inside the borders so the character can walk to the nearest waypoints available

What Sebastian says is correct!

Quick tip: When creating way paths, you can join any path point up to an existing point by first left clicking on a point to select it, then to join it to an existing point you need to hover mouse cursor over the point you want to join the selected point to until the mouse cursor changes to the blue multi-directional arrow, when it does that you need to press the right mouse button & voila.

Thanks for your replies!