There are two ways that you can style the different road shapes.
First if you have all of your roads (highway, major, and local roads) in the same shapefile you could use a ValueStyle that would style each type of road based on some sort of Column Value in the DBF of your shapefile. The Column Value would then tell Map Suite what ValueItem in your ValueStyle should be used to render each type of road.
The other option is to have all of your highways in one shapefile, major roads in a seperate shapefile, and local roads in another seperate shapefile. You would then setup a seperate style for each shapefile. This way would be the higher performing option as no comparison of values needs to occur.