Cycling routes

I went out on my bike yesterday along the cycling route from home into town. Quite successful. I am toying with the idea of going the other way next, which takes you under the A1, along through (eventually) to Bedford.
So just to check it out, I walked that way first this morning with the dogs, and did the loop round back on the footpath through the houses and back home.
This is where the route goes out of Sandy towards Blunham, and becomes a path for a way instead of a road. This is the sign at that point.
I was slightly confused, but having googled it, it seems we have two routes that overlap / cross at this point. Route 51 and Route 12.
I also think I should check up on the Highway Code for cycling - if there is such a thing, just to make sure I am not doing things I shouldn’t!