Funny, you found 2006 made game and begun to play it. Nothing wrong about that! If you seek online activity, game publisher has shut down servers ages ago but there's fan made private servers.
You didn't mention were you playing with PC or some console? I lent Test Drive Unlimited cd-rom from friend and back on that time my Windows 7 was way too new operating system for it and game refused to work.
What comes on your problem, see routes to shops/point of interest from big screen map and use filters if needed. Set waypoint at there and just go. I can't remember if you had to play game further to even unlock or were you needed to explore and reveal various dealerships.