What do the different routing modes mean?

Fast with highway: the fastest way to get to your destination. It includes also highways.

Fast without highway: to achieve fast your destination while avoiding highways.

Winding: to get the most curves. This routing mode automatically avoids city centres and highways.

Sport/Touring: to get the biggest fun if you like to travel with some speed. This routing mode prefer winding roads with higher speed limits and automatically avoid city centres and highways.