It may also be worth pointing out just how many holes there are in the Iroquois UA:
1. As mentioned above, the forest tiles must be in your culture borders.
2. If your goal is not just trade connectivity, but you also want to give your troops the mobility between your cities (for defensive flexibility, or to be able to quickly bring fresh troops to the front), then you have to build your roads into the first forest tile. Otherwise, you'll expend the full 1 movement (not 1/2 or 1/3) to go from your road into the forest and vice versa.
3. The UA does nothing to connect railroads, either for the added mobility of units on railroads, or for the 25% production bonus.
In effect, you're going to have to build almost all of the roads (and definitely all of the railroads) anyway. It all adds up to the Iroquois UA being one of the worst in the game.