Even though the place "Where the Sidewalk Ends" may not actually exist in reality, it definitely exists in our minds, and we still need a sense of adventure and exploration to reach it. Following those chalk-white arrows to an unknown world requires you to be brave and bold. If you're willing, you'll be rewarded with spectacular new discoveries. Once you take that leap, this poem suggests, you'll find yourself in a world unbound by pavement and full of wonder.
The exploration depicted in this poem is figurative, reaching into the realms of the imagination rather than an actual physical place.
The exploration in this poem is literal, depicting a trip into the countryside.