The maze router replaces unrouted arcs with actual geometry. To run it, use the Maze Route command (in menu Tool / Routing). If networks are selected when the command is issued, those networks are routed. If no networks are selected, the all unrouted arcs in the current cell are routed.
Note that maze routing is done one wire at a time, and may fail if no path can be found. Therefore it may be preferable to route the unrouted wires one-at-a-time in order to better control the process.
Note also that maze routing constructs an array which is the size of the circuit, and searches the array for a routing path. Therefore, long wires will use large amounts of memory and time.
For an example of maze routing, open the Samples library and edit the cell "tool-RoutingMaze" (you can read the library with the Load Samples Library command, in menu Help). This cell has a number of unrouted wires that can be routed.