I enquired about this to Infomap (Because I sometimes have to drive across Europe to Netherlands and surrounding areas for work) - at the moment you have to navigate in each Country separately, border to border - which as you can imagine isn't particularly great and stll requires a road atlas to work out where abouts on the border you want to end up!
Anyway - they replied and said this feature will be available in their next release which is due in 2 months!