You can reach Jaisalmer by road if you are arriving from neighbouring states like Gujarat, Delhi etc.
To reach Jaisalmer via road from Delhi, we suggest Delhi-Mandawa-Bikaner-Jaisalmer route.
And if you are interested to first visit Jodhpur before reaching Jaisalmer, then take Delhi-Mandawa-Jodhpur-Jaisalmer route
To reach Jaisalmer from Ahmedabad, we suggest Ahmedabad-Sanchore-Barmer-Jaisalmer route.
You can also visit Udaipur, Jodhpur by taking the Ahmedabad-Himmatnagar-Udaipur-Rajsamand-Jodhpur-Jaisalmer route.