If you look at the demo's description you will information on how both layers, the Markers and the Shapes, are bound and where the data is coming from.
For both layers, a RadClientDataSource control retrieving the data from JSON files is used for data-bounding. For the shapes layer you can see the JSON file at the following link:
As you will notice, in this particular example, the routes are represented by MultiLineString
You could find additional information on GeoJSON format and Shape layer at the following articles:
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